2020-08-12 05:41:37 DEBUG: check clearing time needed clearing_process_timer=2377.394689 2020-08-12 05:41:37 DEBUG: check init order needed init_order_process_timer=2477.395003 2020-08-12 05:41:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:37.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 125, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "b9b8204a-7d7c-cacf-cc47-aa03f159f195", "grossValue": 4683750, "homeNotional": 1.409721439043645, "foreignNotional": 528.2226232096538}]} 2020-08-12 05:41:37 DEBUG: message ignored 2020-08-12 05:41:38 DEBUG: check clearing time needed clearing_process_timer=2378.396196 2020-08-12 05:41:38 DEBUG: check init order needed init_order_process_timer=2478.396464 2020-08-12 05:41:39 DEBUG: check clearing time needed clearing_process_timer=2379.397675 2020-08-12 05:41:39 DEBUG: check init order needed init_order_process_timer=2479.39795 2020-08-12 05:41:40 DEBUG: check clearing time needed clearing_process_timer=2380.399136 2020-08-12 05:41:40 DEBUG: check init order needed init_order_process_timer=2480.399402 2020-08-12 05:41:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:40.773Z", "symbol": "ETHUSD", "side": "Sell", "size": 161, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "514cf8b9-7840-fbd6-760a-dac5959aaf3f", "grossValue": 6031865, "homeNotional": 1.8157212134882148, "foreignNotional": 680.2599526333596}, {"timestamp": "2020-08-12T02:41:40.773Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f0f63fe-2557-872a-cd5d-dff0ff757453", "grossValue": 1086485, "homeNotional": 0.3270553738581256, "foreignNotional": 122.53129581594676}, {"timestamp": "2020-08-12T02:41:40.773Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "73b37402-58a6-a870-c93c-4ab68022e6a3", "grossValue": 3746500, "homeNotional": 1.127777151234916, "foreignNotional": 422.52170971016125}]} 2020-08-12 05:41:40 DEBUG: message ignored 2020-08-12 05:41:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:41.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "1da9da52-2dcf-3618-823a-e37c870dc3f6", "grossValue": 1086340, "homeNotional": 0.3270553738581256, "foreignNotional": 122.51494304725387}, {"timestamp": "2020-08-12T02:41:41.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "42346d2c-5764-e813-8a33-38c3aff2329d", "grossValue": 1123800, "homeNotional": 0.3383331453704748, "foreignNotional": 126.73959625577986}, {"timestamp": "2020-08-12T02:41:41.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7bea107-d7af-b609-9af1-f45f6bcc8ea0", "grossValue": 187300, "homeNotional": 0.056388857561745796, "foreignNotional": 21.123266042629975}, {"timestamp": "2020-08-12T02:41:41.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb655ef0-9589-1fd1-85d8-4ebd592df5fa", "grossValue": 149840, "homeNotional": 0.04511108604939664, "foreignNotional": 16.898612834103982}, {"timestamp": "2020-08-12T02:41:41.123Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "48bd4629-f4e2-47db-3cd8-67f71539f0e4", "grossValue": 299680, "homeNotional": 0.09022217209879328, "foreignNotional": 33.797225668207965}]} 2020-08-12 05:41:41 DEBUG: message ignored 2020-08-12 05:41:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "7842f6bb-26db-4484-21f2-ebe980ecff6b", "grossValue": 412005, "homeNotional": 0.12405548663584076, "foreignNotional": 46.46498251945415}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "802a8b3f-f588-ef7c-3cd6-dfd15d80f0ca", "grossValue": 374550, "homeNotional": 0.11277771512349159, "foreignNotional": 42.24089319950378}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "e7c5d3b2-7125-057b-abcf-eda9b8b19a47", "grossValue": 1086050, "homeNotional": 0.3270553738581256, "foreignNotional": 122.48223750986806}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "8912055e-a071-7188-1747-62bb65a02948", "grossValue": 1123500, "homeNotional": 0.3383331453704748, "foreignNotional": 126.70576294124281}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "16d18512-ed86-4291-7d31-84be1fca14b6", "grossValue": 187250, "homeNotional": 0.056388857561745796, "foreignNotional": 21.1176271568738}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "47b1ac59-b307-42ee-a18a-a70b6d5ae63d", "grossValue": 936250, "homeNotional": 0.281944287808729, "foreignNotional": 105.58813578436902}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2336e9c9-c695-7b03-be00-590f8358785d", "grossValue": 37450, "homeNotional": 0.01127777151234916, "foreignNotional": 4.22352543137476}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "247be0de-8f6b-999e-82d8-7a9a2a528155", "grossValue": 1872500, "homeNotional": 0.563888575617458, "foreignNotional": 211.17627156873803}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "97640df9-c1cf-90a6-f0cd-8ddd0f34ca8c", "grossValue": 1085905, "homeNotional": 0.3270553738581256, "foreignNotional": 122.46588474117515}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4097d4db-4cd2-5fb9-4aa9-f8f3e25c49f9", "grossValue": 149780, "homeNotional": 0.04511108604939664, "foreignNotional": 16.891846171196573}, {"timestamp": "2020-08-12T02:41:41.275Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f0190d8-33ed-af5f-3e12-f12886e8d390", "grossValue": 3145380, "homeNotional": 0.9473328070373295, "foreignNotional": 354.728769595128}]} 2020-08-12 05:41:41 DEBUG: message ignored 2020-08-12 05:41:41 DEBUG: check clearing time needed clearing_process_timer=2381.400588 2020-08-12 05:41:41 DEBUG: check init order needed init_order_process_timer=2481.400929 2020-08-12 05:41:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:42.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 16, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba92ce3f-38d8-5850-cc09-1698231358ee", "grossValue": 599120, "homeNotional": 0.18044434419758656, "foreignNotional": 67.56738468478629}, {"timestamp": "2020-08-12T02:41:42.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "a18fe297-91ed-25f2-c20a-da76e0a902e8", "grossValue": 3744500, "homeNotional": 1.127777151234916, "foreignNotional": 422.2961542799143}, {"timestamp": "2020-08-12T02:41:42.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "f458dd8b-e8b2-8530-ee70-7305838f8a07", "grossValue": 3744500, "homeNotional": 1.127777151234916, "foreignNotional": 422.2961542799143}, {"timestamp": "2020-08-12T02:41:42.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "f4c9adba-aafb-35e5-9758-0a3c4f3e66c1", "grossValue": 3744500, "homeNotional": 1.127777151234916, "foreignNotional": 422.2961542799143}, {"timestamp": "2020-08-12T02:41:42.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 279, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "052bb4d4-ade0-ecea-e08f-c892b5738d38", "grossValue": 10447155, "homeNotional": 3.1464982519454154, "foreignNotional": 1178.206270440961}]} 2020-08-12 05:41:42 DEBUG: message ignored 2020-08-12 05:41:42 DEBUG: check clearing time needed clearing_process_timer=2382.402155 2020-08-12 05:41:42 DEBUG: check init order needed init_order_process_timer=2482.402448 2020-08-12 05:41:43 DEBUG: check clearing time needed clearing_process_timer=2383.403863 2020-08-12 05:41:43 DEBUG: check init order needed init_order_process_timer=2483.404135 2020-08-12 05:41:44 DEBUG: check clearing time needed clearing_process_timer=2384.405576 2020-08-12 05:41:44 DEBUG: check init order needed init_order_process_timer=2484.405881 2020-08-12 05:41:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "c73bc47f-671e-cecc-9bba-9028c9ba9816", "grossValue": 1123200, "homeNotional": 0.3383331453704748, "foreignNotional": 126.67192962670576}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "10883adb-4d18-8897-6fcb-72225cf33d96", "grossValue": 7488000, "homeNotional": 2.255554302469832, "foreignNotional": 844.4795308447051}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f6c7302-87ae-eb05-0592-c59e7f2f23f2", "grossValue": 37440, "homeNotional": 0.01127777151234916, "foreignNotional": 4.222397654223525}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbb9ea59-7b9e-9109-775b-32afb74ae700", "grossValue": 3744000, "homeNotional": 1.127777151234916, "foreignNotional": 422.23976542235255}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 266, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4f7c93b1-3587-cd85-b4e0-40956295ba82", "grossValue": 9959040, "homeNotional": 2.9998872222848765, "foreignNotional": 1123.1577760234577}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 228, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "57b87b92-378e-318e-d1ad-ba345f9e8090", "grossValue": 8536320, "homeNotional": 2.5713319048156085, "foreignNotional": 962.7066651629638}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "6da73e62-8f4b-f17c-ace4-440680925f18", "grossValue": 1085615, "homeNotional": 0.3270553738581256, "foreignNotional": 122.43317920378934}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce068072-9d9c-3f04-eee0-6e6e6389832d", "grossValue": 374350, "homeNotional": 0.11277771512349159, "foreignNotional": 42.21833765647908}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b73e0699-ecc8-223d-f962-4489ff3a60af", "grossValue": 112305, "homeNotional": 0.03383331453704748, "foreignNotional": 12.665501296943724}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "df44ce3b-e48f-6cca-2a62-08e8a550771d", "grossValue": 262045, "homeNotional": 0.07894440058644411, "foreignNotional": 29.552836359535355}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "866cb388-06a4-0ad2-ae03-36136de7a2b7", "grossValue": 3743500, "homeNotional": 1.127777151234916, "foreignNotional": 422.1833765647908}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "1221487c-3081-1ee1-1588-697b0b680e2d", "grossValue": 11230500, "homeNotional": 3.383331453704748, "foreignNotional": 1266.5501296943723}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "d0aa5ca0-935d-269f-da9e-0b01d3594af7", "grossValue": 1085470, "homeNotional": 0.3270553738581256, "foreignNotional": 122.41682643509643}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "91eff00d-fb9b-ef42-3ca2-e4eb97454526", "grossValue": 1122900, "homeNotional": 0.3383331453704748, "foreignNotional": 126.63809631216871}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf355e07-cd18-25fb-d3dc-54d6bfba1fb6", "grossValue": 37430, "homeNotional": 0.01127777151234916, "foreignNotional": 4.221269877072291}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "56d29e9b-2a72-8a1a-e562-63daeba49351", "grossValue": 3743000, "homeNotional": 1.127777151234916, "foreignNotional": 422.12698770722903}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "99e67ca0-1b13-e0c0-c699-67761f370ced", "grossValue": 11229000, "homeNotional": 3.383331453704748, "foreignNotional": 1266.380963121687}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "ecddb63c-e3f0-5ecc-e395-cdd4192b5d0b", "grossValue": 37425, "homeNotional": 0.01127777151234916, "foreignNotional": 4.220705988496673}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb763071-46dc-1973-8d1a-1a8590169778", "grossValue": 37425, "homeNotional": 0.01127777151234916, "foreignNotional": 4.220705988496673}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b7404b1-a2df-aa1e-904e-95976c2a690d", "grossValue": 37425, "homeNotional": 0.01127777151234916, "foreignNotional": 4.220705988496673}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "54df93e5-e6cd-dbe0-3679-53eb6ddde2b3", "grossValue": 37425, "homeNotional": 0.01127777151234916, "foreignNotional": 4.220705988496673}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a21716c-f144-d26f-797a-4e3abf6e1209", "grossValue": 823350, "homeNotional": 0.24811097327168152, "foreignNotional": 92.8555317469268}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 229, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "53f746f9-5a1a-d3a2-0e1c-28059d9f42f9", "grossValue": 8570325, "homeNotional": 2.582609676327958, "foreignNotional": 966.5416713657381}, {"timestamp": "2020-08-12T02:41:44.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4d6fa5e-16e1-2521-dc95-c19d923adb56", "grossValue": 411675, "homeNotional": 0.12405548663584076, "foreignNotional": 46.4277658734634}]} 2020-08-12 05:41:44 DEBUG: message ignored 2020-08-12 05:41:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 195, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0fbea270-d594-2db6-c3f4-fe47d0f7f2cd", "grossValue": 7297875, "homeNotional": 2.199165444908086, "foreignNotional": 823.0376677568512}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 190, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3994dec0-e02b-3a6f-b61e-96abed6844ff", "grossValue": 7110750, "homeNotional": 2.1427765873463405, "foreignNotional": 801.9341378143679}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "7fa0ae53-81fe-5dc2-64fa-593726dd2531", "grossValue": 1085180, "homeNotional": 0.3270553738581256, "foreignNotional": 122.38412089771062}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5c46617-4dce-8f14-12bc-daeb49ea0268", "grossValue": 1122600, "homeNotional": 0.3383331453704748, "foreignNotional": 126.60426299763166}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "7760dd4d-89ef-517a-4e6b-25e72a1e2ce3", "grossValue": 3742000, "homeNotional": 1.127777151234916, "foreignNotional": 422.0142099921056}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "99066f6f-19ee-ada4-9f3f-d119159d9e83", "grossValue": 11226000, "homeNotional": 3.383331453704748, "foreignNotional": 1266.0426299763167}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "09e65eea-f483-cc4a-6e33-e1f19e4a7aef", "grossValue": 299360, "homeNotional": 0.09022217209879328, "foreignNotional": 33.761136799368444}, {"timestamp": "2020-08-12T02:41:44.514Z", "symbol": "ETHUSD", "side": "Sell", "size": 9148, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "80937b61-7e2c-8ab2-e383-97112855a68b", "grossValue": 342318160, "homeNotional": 103.16905379497011, "foreignNotional": 38605.859930077815}]} 2020-08-12 05:41:44 DEBUG: message ignored 2020-08-12 05:41:45 DEBUG: check clearing time needed clearing_process_timer=2385.407058 2020-08-12 05:41:45 DEBUG: check init order needed init_order_process_timer=2485.407311 2020-08-12 05:41:46 DEBUG: check clearing time needed clearing_process_timer=2386.4087 2020-08-12 05:41:46 DEBUG: check init order needed init_order_process_timer=2486.408971 2020-08-12 05:41:47 DEBUG: check clearing time needed clearing_process_timer=2387.410429 2020-08-12 05:41:47 DEBUG: check init order needed init_order_process_timer=2487.410708 2020-08-12 05:41:48 DEBUG: check clearing time needed clearing_process_timer=2388.412087 2020-08-12 05:41:48 DEBUG: check init order needed init_order_process_timer=2488.412403 2020-08-12 05:41:49 DEBUG: check clearing time needed clearing_process_timer=2389.413337 2020-08-12 05:41:49 DEBUG: check init order needed init_order_process_timer=2489.413686 2020-08-12 05:41:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:50.111Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "b1c447ee-6d1c-48cb-16e6-f166aef2853b", "grossValue": 37425, "homeNotional": 0.01127777151234916, "foreignNotional": 4.220705988496673}]} 2020-08-12 05:41:50 DEBUG: message ignored 2020-08-12 05:41:50 DEBUG: check clearing time needed clearing_process_timer=2390.414916 2020-08-12 05:41:50 DEBUG: check init order needed init_order_process_timer=2490.415202 2020-08-12 05:41:51 DEBUG: check clearing time needed clearing_process_timer=2391.416582 2020-08-12 05:41:51 DEBUG: check init order needed init_order_process_timer=2491.416825 2020-08-12 05:41:52 DEBUG: check clearing time needed clearing_process_timer=2392.417073 2020-08-12 05:41:52 DEBUG: check init order needed init_order_process_timer=2492.417323 2020-08-12 05:41:53 DEBUG: check clearing time needed clearing_process_timer=2393.418694 2020-08-12 05:41:53 DEBUG: check init order needed init_order_process_timer=2493.418959 2020-08-12 05:41:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:54.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f3aed43-15ef-166f-9384-57169ae15958", "grossValue": 37425, "homeNotional": 0.01127777151234916, "foreignNotional": 4.220705988496673}, {"timestamp": "2020-08-12T02:41:54.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "89c01b59-c6de-e9ed-c1f6-d4d67f1f28e3", "grossValue": 1871250, "homeNotional": 0.563888575617458, "foreignNotional": 211.03529942483365}, {"timestamp": "2020-08-12T02:41:54.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "76d59724-8601-1372-8158-6f8ebbeee01b", "grossValue": 2657175, "homeNotional": 0.8007217773767904, "foreignNotional": 299.6701251832638}, {"timestamp": "2020-08-12T02:41:54.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 277, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bed439bf-f1b0-1a8e-be6b-8854f9cff17b", "grossValue": 10366725, "homeNotional": 3.1239427089207172, "foreignNotional": 1169.1355588135784}, {"timestamp": "2020-08-12T02:41:54.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 601, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "67318895-4fd3-b21a-41b0-5c675914cb33", "grossValue": 22489420, "homeNotional": 6.777940678921845, "foreignNotional": 2536.305402052554}]} 2020-08-12 05:41:54 DEBUG: message ignored 2020-08-12 05:41:54 DEBUG: check clearing time needed clearing_process_timer=2394.420148 2020-08-12 05:41:54 DEBUG: check init order needed init_order_process_timer=2494.420409 2020-08-12 05:41:55 DEBUG: check clearing time needed clearing_process_timer=2395.421282 2020-08-12 05:41:55 DEBUG: check init order needed init_order_process_timer=2495.421552 2020-08-12 05:41:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:55.739Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "43b58a09-791d-7feb-997d-780ce81d1022", "grossValue": 37420000, "homeNotional": 11.27777151234916, "foreignNotional": 4220.142099921056}]} 2020-08-12 05:41:55 DEBUG: message ignored 2020-08-12 05:41:56 DEBUG: check clearing time needed clearing_process_timer=2396.422768 2020-08-12 05:41:56 DEBUG: check init order needed init_order_process_timer=2496.423123 2020-08-12 05:41:57 DEBUG: check clearing time needed clearing_process_timer=2397.424562 2020-08-12 05:41:57 DEBUG: check init order needed init_order_process_timer=2497.424846 2020-08-12 05:41:58 DEBUG: check clearing time needed clearing_process_timer=2398.425071 2020-08-12 05:41:58 DEBUG: check init order needed init_order_process_timer=2498.425339 2020-08-12 05:41:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "69a8a1ba-7172-b468-91d7-1b9bbe222309", "grossValue": 2656820, "homeNotional": 0.8007217773767904, "foreignNotional": 299.630089094395}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "950adac6-1b16-9134-584d-a58f924154d8", "grossValue": 1085035, "homeNotional": 0.3270553738581256, "foreignNotional": 122.3677681290177}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "de7e7b4b-626b-7b9f-787d-07c4fe22d5b0", "grossValue": 7483000, "homeNotional": 2.255554302469832, "foreignNotional": 843.9156422690876}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d685f1c5-7c60-9923-8233-6a1920bf8f20", "grossValue": 7483000, "homeNotional": 2.255554302469832, "foreignNotional": 843.9156422690876}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "2588fdd8-0ede-2262-c45d-59da3d22dcd5", "grossValue": 74830, "homeNotional": 0.02255554302469832, "foreignNotional": 8.439156422690877}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d17a67f2-b790-e2d4-eb64-6ff92ff39d36", "grossValue": 374150, "homeNotional": 0.11277771512349159, "foreignNotional": 42.195782113454385}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "67f41a43-facc-7944-40ad-7b4b4cdc134c", "grossValue": 2656465, "homeNotional": 0.8007217773767904, "foreignNotional": 299.5900530055261}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 170, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "55cf5f0e-1145-e17f-4274-640b98732734", "grossValue": 6360550, "homeNotional": 1.9172211570993571, "foreignNotional": 717.3282959287245}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "6ecf6c5a-1f06-b7f3-a99c-10197e2c0bd1", "grossValue": 1122300, "homeNotional": 0.3383331453704748, "foreignNotional": 126.57042968309462}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6786a6fb-6836-010d-6a95-5e7311bce438", "grossValue": 187050, "homeNotional": 0.056388857561745796, "foreignNotional": 21.095071613849104}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "599498d6-77e5-6fa4-ee67-945a66cd76c3", "grossValue": 3741000, "homeNotional": 1.127777151234916, "foreignNotional": 421.90143227698206}, {"timestamp": "2020-08-12T02:41:58.547Z", "symbol": "ETHUSD", "side": "Sell", "size": 112, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b307ebe-da9b-f06f-6c5d-e5548ee412e1", "grossValue": 4189920, "homeNotional": 1.2631104093831058, "foreignNotional": 472.52960415021994}]} 2020-08-12 05:41:58 DEBUG: message ignored 2020-08-12 05:41:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:58.617Z", "symbol": "ETHUSD", "side": "Buy", "size": 551, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "ff132420-9930-ec9d-4e0b-ed97b9e94af9", "grossValue": 20615665, "homeNotional": 6.214052103304387, "foreignNotional": 2324.9875944513365}]} 2020-08-12 05:41:58 DEBUG: message ignored 2020-08-12 05:41:59 DEBUG: check clearing time needed clearing_process_timer=2399.42652 2020-08-12 05:41:59 DEBUG: check init order needed init_order_process_timer=2499.42725 2020-08-12 05:41:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:41:59.568Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "40d236d3-564a-0590-9ff8-32591a40c006", "grossValue": 2431975, "homeNotional": 0.7330551483026954, "foreignNotional": 274.2725837374535}, {"timestamp": "2020-08-12T02:41:59.568Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "696811f7-6b68-c7e9-1d00-fd5dbe13a560", "grossValue": 224490000, "homeNotional": 67.66662907409496, "foreignNotional": 25317.46926807263}, {"timestamp": "2020-08-12T02:41:59.568Z", "symbol": "ETHUSD", "side": "Buy", "size": 1879, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "681fb2a8-ec45-8687-606a-1f5534912aa6", "grossValue": 70302785, "homeNotional": 21.190932671704072, "foreignNotional": 7928.587459118078}, {"timestamp": "2020-08-12T02:41:59.568Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "77b53ef7-1167-29a6-270d-49c27fe2ac1d", "grossValue": 112245, "homeNotional": 0.03383331453704748, "foreignNotional": 12.658734634036314}]} 2020-08-12 05:41:59 DEBUG: message ignored 2020-08-12 05:42:00 DEBUG: check clearing time needed clearing_process_timer=2400.428616 2020-08-12 05:42:00 DEBUG: check init order needed init_order_process_timer=2500.42938 2020-08-12 05:42:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:01.006Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6421d30c-bdc8-635f-3b72-d7d6920bfd43", "grossValue": 37415000, "homeNotional": 11.27141568981064, "foreignNotional": 4217.200180342651}]} 2020-08-12 05:42:01 DEBUG: message ignored 2020-08-12 05:42:01 DEBUG: check clearing time needed clearing_process_timer=2401.43081 2020-08-12 05:42:01 DEBUG: check init order needed init_order_process_timer=2501.431504 2020-08-12 05:42:02 DEBUG: check clearing time needed clearing_process_timer=2402.434083 2020-08-12 05:42:02 DEBUG: check init order needed init_order_process_timer=2502.436161 2020-08-12 05:42:03 DEBUG: check clearing time needed clearing_process_timer=2403.437129 2020-08-12 05:42:03 DEBUG: check init order needed init_order_process_timer=2503.438021 2020-08-12 05:42:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:03.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "168f8c67-affe-a962-fc97-bac1b3acf14c", "grossValue": 1384355, "homeNotional": 0.4170423805229937, "foreignNotional": 156.03640667267808}]} 2020-08-12 05:42:03 DEBUG: message ignored 2020-08-12 05:42:04 DEBUG: check clearing time needed clearing_process_timer=2404.439452 2020-08-12 05:42:04 DEBUG: check init order needed init_order_process_timer=2504.440147 2020-08-12 05:42:05 DEBUG: check clearing time needed clearing_process_timer=2405.441719 2020-08-12 05:42:05 DEBUG: check init order needed init_order_process_timer=2505.44225 2020-08-12 05:42:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 85, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d333b04-1bc1-61ef-8bc8-2bc179e2abf1", "grossValue": 3180275, "homeNotional": 0.9580703336339044, "foreignNotional": 358.46201532912534}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4121abc-747d-fd4e-70f1-e11f7435d8cf", "grossValue": 1197280, "homeNotional": 0.3606853020739405, "foreignNotional": 134.95040577096484}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "90ae93d1-aefb-891a-516a-6a6870a47282", "grossValue": 2506805, "homeNotional": 0.7551848512173129, "foreignNotional": 282.55241208295763}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 98, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3320a8db-1a2f-7de1-f8dc-2d486feaa869", "grossValue": 3666670, "homeNotional": 1.1045987376014428, "foreignNotional": 413.2856176735798}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 179, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "60d99ffe-636e-d01a-a4cc-f28e91e962d0", "grossValue": 6696390, "homeNotional": 2.0175834084761046, "foreignNotional": 754.7779531109107}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 215, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "84dbd4e8-66f1-8034-2a90-d70b6dcbcde8", "grossValue": 8043150, "homeNotional": 2.4233543733092877, "foreignNotional": 906.5768710550045}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "a887c2d2-5f8c-e414-f2fc-68482d5e713e", "grossValue": 1084745, "homeNotional": 0.3268710550045086, "foreignNotional": 122.26611812443643}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "89013155-ae0a-52a4-ccea-b0b5ae2ae1e1", "grossValue": 37405, "homeNotional": 0.01127141568981064, "foreignNotional": 4.21607303877367}, {"timestamp": "2020-08-12T02:42:05.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 1294, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "dd2ac69b-c9de-a1c3-95a0-e824c0298311", "grossValue": 48402070, "homeNotional": 14.585211902614969, "foreignNotional": 5455.598512173129}]} 2020-08-12 05:42:05 DEBUG: message ignored 2020-08-12 05:42:06 DEBUG: check clearing time needed clearing_process_timer=2406.443631 2020-08-12 05:42:06 DEBUG: check init order needed init_order_process_timer=2506.444279 2020-08-12 05:42:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:07.199Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c095d1f-1fca-cf32-53a6-985873e301f3", "grossValue": 37405, "homeNotional": 0.01127141568981064, "foreignNotional": 4.21607303877367}]} 2020-08-12 05:42:07 DEBUG: message ignored 2020-08-12 05:42:07 DEBUG: check clearing time needed clearing_process_timer=2407.445674 2020-08-12 05:42:07 DEBUG: check init order needed init_order_process_timer=2507.446488 2020-08-12 05:42:08 DEBUG: check clearing time needed clearing_process_timer=2408.448095 2020-08-12 05:42:08 DEBUG: check init order needed init_order_process_timer=2508.448761 2020-08-12 05:42:09 DEBUG: check clearing time needed clearing_process_timer=2409.450446 2020-08-12 05:42:09 DEBUG: check init order needed init_order_process_timer=2509.451021 2020-08-12 05:42:10 DEBUG: check clearing time needed clearing_process_timer=2410.452608 2020-08-12 05:42:10 DEBUG: check init order needed init_order_process_timer=2510.453349 2020-08-12 05:42:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:10.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 11305, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "f6edc0cc-61b2-4569-ab85-cd706eb877cf", "grossValue": 422920050, "homeNotional": 127.4233543733093, "foreignNotional": 47669.076871055004}, {"timestamp": "2020-08-12T02:42:10.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 748, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "16db7047-87ad-f8c1-5c60-043769740f3e", "grossValue": 27982680, "homeNotional": 8.43101893597836, "foreignNotional": 3154.0441839495043}, {"timestamp": "2020-08-12T02:42:10.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 712, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "47313003-29f0-b271-5850-cec3766da06f", "grossValue": 26635920, "homeNotional": 8.025247971145175, "foreignNotional": 3002.2452660054105}, {"timestamp": "2020-08-12T02:42:10.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "f18e1437-60af-2c16-4235-1ef7cbe0cf47", "grossValue": 224460000, "homeNotional": 67.62849413886384, "foreignNotional": 25299.819657348962}, {"timestamp": "2020-08-12T02:42:10.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "10d04d6f-bda2-171f-35c2-38ef425b81af", "grossValue": 374100, "homeNotional": 0.1127141568981064, "foreignNotional": 42.16636609558161}, {"timestamp": "2020-08-12T02:42:10.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7c5da12-4080-6bbe-5fca-8554e95af7e5", "grossValue": 18705000, "homeNotional": 5.63570784490532, "foreignNotional": 2108.3183047790803}]} 2020-08-12 05:42:11 DEBUG: message ignored 2020-08-12 05:42:11 DEBUG: check clearing time needed clearing_process_timer=2411.454882 2020-08-12 05:42:11 DEBUG: check init order needed init_order_process_timer=2511.455156 2020-08-12 05:42:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:11.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 1602, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "08b6c8e2-8155-ccc8-4f30-999b2cca0653", "grossValue": 59946840, "homeNotional": 18.056807935076645, "foreignNotional": 6756.857529305681}, {"timestamp": "2020-08-12T02:42:11.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 160, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "04433cc5-c740-71d4-98ba-9b214af16a70", "grossValue": 5987200, "homeNotional": 1.8034265103697025, "foreignNotional": 674.8422001803426}, {"timestamp": "2020-08-12T02:42:11.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fd66fce-f539-f05a-7155-e3c03ba96700", "grossValue": 280650000, "homeNotional": 84.53561767357981, "foreignNotional": 31633.228133453562}, {"timestamp": "2020-08-12T02:42:11.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "e71b0e87-ab10-f844-1aff-e715b3d8a712", "grossValue": 1122600, "homeNotional": 0.3381424706943192, "foreignNotional": 126.53291253381424}, {"timestamp": "2020-08-12T02:42:11.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "00f0daa2-843b-ef75-2bf3-e42ac8cf0b1a", "grossValue": 29936000, "homeNotional": 9.017132551848512, "foreignNotional": 3374.2110009017133}]} 2020-08-12 05:42:11 DEBUG: message ignored 2020-08-12 05:42:12 DEBUG: check clearing time needed clearing_process_timer=2412.456335 2020-08-12 05:42:12 DEBUG: check init order needed init_order_process_timer=2512.456672 2020-08-12 05:42:13 DEBUG: check clearing time needed clearing_process_timer=2413.458066 2020-08-12 05:42:13 DEBUG: check init order needed init_order_process_timer=2513.45834 2020-08-12 05:42:14 DEBUG: check clearing time needed clearing_process_timer=2414.459736 2020-08-12 05:42:14 DEBUG: check init order needed init_order_process_timer=2514.460012 2020-08-12 05:42:15 DEBUG: check clearing time needed clearing_process_timer=2415.461399 2020-08-12 05:42:15 DEBUG: check init order needed init_order_process_timer=2515.461703 2020-08-12 05:42:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:16.322Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "53c03408-23d8-10e1-c251-3054fdd3a506", "grossValue": 374200, "homeNotional": 0.1127141568981064, "foreignNotional": 42.17763751127141}]} 2020-08-12 05:42:16 DEBUG: message ignored 2020-08-12 05:42:16 DEBUG: check clearing time needed clearing_process_timer=2416.462914 2020-08-12 05:42:16 DEBUG: check init order needed init_order_process_timer=2516.463195 2020-08-12 05:42:17 DEBUG: check clearing time needed clearing_process_timer=2417.464566 2020-08-12 05:42:17 DEBUG: check init order needed init_order_process_timer=2517.464829 2020-08-12 05:42:18 DEBUG: check clearing time needed clearing_process_timer=2418.466223 2020-08-12 05:42:18 DEBUG: check init order needed init_order_process_timer=2518.46648 2020-08-12 05:42:19 DEBUG: check clearing time needed clearing_process_timer=2419.467844 2020-08-12 05:42:19 DEBUG: check init order needed init_order_process_timer=2519.468108 2020-08-12 05:42:20 DEBUG: check clearing time needed clearing_process_timer=2420.46899 2020-08-12 05:42:20 DEBUG: check init order needed init_order_process_timer=2520.469305 2020-08-12 05:42:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:21.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "c5a85e8b-23c8-854c-4a4b-2b8118facd55", "grossValue": 29928000, "homeNotional": 9.017132551848512, "foreignNotional": 3373.3092876465284}, {"timestamp": "2020-08-12T02:42:21.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2dccf2c9-c060-a824-14f4-d3fad2d838a5", "grossValue": 224460000, "homeNotional": 67.62849413886384, "foreignNotional": 25299.819657348962}, {"timestamp": "2020-08-12T02:42:21.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a97075d1-5da6-3016-018a-d88f01941c8c", "grossValue": 374100, "homeNotional": 0.1127141568981064, "foreignNotional": 42.16636609558161}, {"timestamp": "2020-08-12T02:42:21.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 183, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "37aca088-d603-a958-2de6-63ba1d3d9e54", "grossValue": 6846030, "homeNotional": 2.062669071235347, "foreignNotional": 771.6444995491433}, {"timestamp": "2020-08-12T02:42:21.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 712, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4846f2fd-49b7-fd77-1d50-05166729bd1b", "grossValue": 26635920, "homeNotional": 8.025247971145175, "foreignNotional": 3002.2452660054105}]} 2020-08-12 05:42:21 DEBUG: message ignored 2020-08-12 05:42:21 DEBUG: check clearing time needed clearing_process_timer=2421.469983 2020-08-12 05:42:21 DEBUG: check init order needed init_order_process_timer=2521.470267 2020-08-12 05:42:22 DEBUG: check clearing time needed clearing_process_timer=2422.471234 2020-08-12 05:42:22 DEBUG: check init order needed init_order_process_timer=2522.471493 2020-08-12 05:42:23 DEBUG: check clearing time needed clearing_process_timer=2423.472365 2020-08-12 05:42:23 DEBUG: check init order needed init_order_process_timer=2523.472624 2020-08-12 05:42:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:23.937Z", "symbol": "ETHUSD", "side": "Sell", "size": 3155, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "946220f4-bf72-fe8a-c330-e46b74aeecce", "grossValue": 118028550, "homeNotional": 35.56131650135257, "foreignNotional": 13303.488503155997}]} 2020-08-12 05:42:23 DEBUG: message ignored 2020-08-12 05:42:24 DEBUG: check clearing time needed clearing_process_timer=2424.473398 2020-08-12 05:42:24 DEBUG: check init order needed init_order_process_timer=2524.473716 2020-08-12 05:42:25 DEBUG: check clearing time needed clearing_process_timer=2425.474169 2020-08-12 05:42:25 DEBUG: check init order needed init_order_process_timer=2525.474995 2020-08-12 05:42:26 DEBUG: check clearing time needed clearing_process_timer=2426.476641 2020-08-12 05:42:26 DEBUG: check init order needed init_order_process_timer=2526.477262 2020-08-12 05:42:27 DEBUG: check clearing time needed clearing_process_timer=2427.478769 2020-08-12 05:42:27 DEBUG: check init order needed init_order_process_timer=2527.479297 2020-08-12 05:42:28 DEBUG: check clearing time needed clearing_process_timer=2428.480838 2020-08-12 05:42:28 DEBUG: check init order needed init_order_process_timer=2528.481388 2020-08-12 05:42:29 DEBUG: check clearing time needed clearing_process_timer=2429.482782 2020-08-12 05:42:29 DEBUG: check init order needed init_order_process_timer=2529.483041 2020-08-12 05:42:30 DEBUG: check clearing time needed clearing_process_timer=2430.484439 2020-08-12 05:42:30 DEBUG: check init order needed init_order_process_timer=2530.484702 2020-08-12 05:42:31 DEBUG: check clearing time needed clearing_process_timer=2431.486098 2020-08-12 05:42:31 DEBUG: check init order needed init_order_process_timer=2531.486392 2020-08-12 05:42:32 DEBUG: check clearing time needed clearing_process_timer=2432.487776 2020-08-12 05:42:32 DEBUG: check init order needed init_order_process_timer=2532.488097 2020-08-12 05:42:33 DEBUG: check clearing time needed clearing_process_timer=2433.489521 2020-08-12 05:42:33 DEBUG: check init order needed init_order_process_timer=2533.489837 2020-08-12 05:42:34 DEBUG: check clearing time needed clearing_process_timer=2434.491241 2020-08-12 05:42:34 DEBUG: check init order needed init_order_process_timer=2534.491484 2020-08-12 05:42:35 DEBUG: check clearing time needed clearing_process_timer=2435.492861 2020-08-12 05:42:35 DEBUG: check init order needed init_order_process_timer=2535.493137 2020-08-12 05:42:36 DEBUG: check clearing time needed clearing_process_timer=2436.49452 2020-08-12 05:42:36 DEBUG: check init order needed init_order_process_timer=2536.494762 2020-08-12 05:42:37 DEBUG: check clearing time needed clearing_process_timer=2437.496178 2020-08-12 05:42:37 DEBUG: check init order needed init_order_process_timer=2537.496417 2020-08-12 05:42:38 DEBUG: check clearing time needed clearing_process_timer=2438.497807 2020-08-12 05:42:38 DEBUG: check init order needed init_order_process_timer=2538.498147 2020-08-12 05:42:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:39.451Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b8daf06-70bc-4755-e4a9-e4ed01a39e02", "grossValue": 224460000, "homeNotional": 67.59040216289287, "foreignNotional": 25285.569449138224}, {"timestamp": "2020-08-12T02:42:39.451Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9640079-95d0-7aa2-4b08-4b88ba526a72", "grossValue": 18705000, "homeNotional": 5.632533513574406, "foreignNotional": 2107.130787428185}]} 2020-08-12 05:42:39 DEBUG: message ignored 2020-08-12 05:42:39 DEBUG: check clearing time needed clearing_process_timer=2439.499377 2020-08-12 05:42:39 DEBUG: check init order needed init_order_process_timer=2539.499647 2020-08-12 05:42:40 DEBUG: check clearing time needed clearing_process_timer=2440.500842 2020-08-12 05:42:40 DEBUG: check init order needed init_order_process_timer=2540.501156 2020-08-12 05:42:41 DEBUG: check clearing time needed clearing_process_timer=2441.502356 2020-08-12 05:42:41 DEBUG: check init order needed init_order_process_timer=2541.50263 2020-08-12 05:42:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:42.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "edb81715-fbcf-56a5-3ad3-2b3c3f17e73a", "grossValue": 224490000, "homeNotional": 67.59040216289287, "foreignNotional": 25288.94896924637}, {"timestamp": "2020-08-12T02:42:42.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4b7b03a-a2a6-6a33-1491-95d704fc1d59", "grossValue": 280612500, "homeNotional": 84.48800270361609, "foreignNotional": 31611.186211557957}, {"timestamp": "2020-08-12T02:42:42.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "18018156-b82c-2e3d-cd49-aa28582a3d70", "grossValue": 280612500, "homeNotional": 84.48800270361609, "foreignNotional": 31611.186211557957}, {"timestamp": "2020-08-12T02:42:42.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c55ff56f-31d7-cdfa-9dbf-3c6d2a0a161b", "grossValue": 280612500, "homeNotional": 84.48800270361609, "foreignNotional": 31611.186211557957}, {"timestamp": "2020-08-12T02:42:42.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 408, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1dda5b9-1a15-f403-08f1-cd474b8850c5", "grossValue": 15265320, "homeNotional": 4.596147347076715, "foreignNotional": 1719.648529908753}, {"timestamp": "2020-08-12T02:42:42.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a35b5016-5f5a-1e96-db50-e47e423f32a0", "grossValue": 897960, "homeNotional": 0.2703616086515715, "foreignNotional": 101.15579587698547}]} 2020-08-12 05:42:42 DEBUG: message ignored 2020-08-12 05:42:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 3890, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "280b65eb-217b-d992-6083-cacfd16fb02c", "grossValue": 145544350, "homeNotional": 43.821110735608876, "foreignNotional": 16395.66858172806}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "653b67c9-464c-74a4-300a-3025f363759d", "grossValue": 4676875, "homeNotional": 1.4081333783936014, "foreignNotional": 526.8531035259659}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 600, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "bcb0f779-33be-214f-7a92-56495d56e9a0", "grossValue": 22449000, "homeNotional": 6.759040216289287, "foreignNotional": 2528.8948969246367}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b93ef38-28a1-cc24-f474-caf783709b56", "grossValue": 224490000, "homeNotional": 67.59040216289287, "foreignNotional": 25288.94896924637}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f1b5a41-97ad-c59e-9e90-aa130d954a0a", "grossValue": 374150, "homeNotional": 0.11265067027148812, "foreignNotional": 42.148248282077276}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "c84972e3-70e7-8f6f-4307-f4b181d6027c", "grossValue": 224460000, "homeNotional": 67.59040216289287, "foreignNotional": 25285.569449138224}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 481, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e503461-4aa7-4864-2e99-5dd852a0b646", "grossValue": 17994210, "homeNotional": 5.418497240058579, "foreignNotional": 2027.0598175059142}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 1345, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "b2afb3da-a8bf-4e8b-c104-5c7ef47651e2", "grossValue": 50309725, "homeNotional": 15.151515151515152, "foreignNotional": 5667.424242424242}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ee580aa-0bb1-2a6e-7c94-682f607fcd2f", "grossValue": 1084745, "homeNotional": 0.32668694378731555, "foreignNotional": 122.19725132364538}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c836d305-7cf1-822e-cb6d-9b36c313cfaf", "grossValue": 224430000, "homeNotional": 67.59040216289287, "foreignNotional": 25282.18992903008}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 266, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "189db4aa-edac-00a7-3503-4bdf0faef723", "grossValue": 9949730, "homeNotional": 2.9965078292215837, "foreignNotional": 1120.8437535203334}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 10216, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "917f452e-1eb3-97de-6950-08560208d846", "grossValue": 382129480, "homeNotional": 115.08392474935226, "foreignNotional": 43047.14205249521}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "b62220bf-139f-168c-78f1-d6403071cc46", "grossValue": 1122000, "homeNotional": 0.33795201081446435, "foreignNotional": 126.39405204460967}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "52c13fee-b6f4-c64f-f871-9b9eb6b0936a", "grossValue": 1084600, "homeNotional": 0.32668694378731555, "foreignNotional": 122.180916976456}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "2d1cc3bf-994c-1993-8dcd-6dd119dfaf88", "grossValue": 7480000, "homeNotional": 2.2530134054297624, "foreignNotional": 842.6270136307311}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "44c6eaf5-86ca-14ca-5424-ecace089ca1e", "grossValue": 1496000, "homeNotional": 0.4506026810859525, "foreignNotional": 168.5254027261462}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "fa5f66a2-fe7f-340d-bc8d-f005e7d5e376", "grossValue": 29920000, "homeNotional": 9.01205362171905, "foreignNotional": 3370.5080545229243}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "1d297476-d001-a418-4b7c-169eef59ec44", "grossValue": 3739500, "homeNotional": 1.1265067027148812, "foreignNotional": 421.2571814802298}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d396f95d-a3ec-02c2-5cae-d4e7bee564c3", "grossValue": 29916000, "homeNotional": 9.01205362171905, "foreignNotional": 3370.0574518418384}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "43efcae6-0956-12b7-879a-92b8d14b273b", "grossValue": 1121700, "homeNotional": 0.33795201081446435, "foreignNotional": 126.36025684352822}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1011d9b-2367-4310-6bcd-fbb2c38f1fa2", "grossValue": 1084310, "homeNotional": 0.32668694378731555, "foreignNotional": 122.14824828207728}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b77ad53-ec55-69fd-8882-442f1912d731", "grossValue": 29912000, "homeNotional": 9.01205362171905, "foreignNotional": 3369.6068491607525}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 474, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "aaa1d97b-1806-1ef8-e7a3-2aeadc633037", "grossValue": 17722860, "homeNotional": 5.339641770868536, "foreignNotional": 1996.4920581277458}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 208, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c489c826-adc0-2a87-e6a9-1a26cb30e98c", "grossValue": 7777120, "homeNotional": 2.3431339416469528, "foreignNotional": 876.0977807817957}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "1af00ff1-8631-a39e-d25f-d6483a6b4399", "grossValue": 1084165, "homeNotional": 0.32668694378731555, "foreignNotional": 122.13191393488792}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "717891b5-c3a6-ed5e-0490-a1a50d4795b4", "grossValue": 336465, "homeNotional": 0.1013856032443393, "foreignNotional": 37.903007772896245}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ee98b3e-e348-e13c-1a19-91ab2508d010", "grossValue": 29908000, "homeNotional": 9.01205362171905, "foreignNotional": 3369.1562464796666}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "75b01846-cc24-5449-3778-fe7a4ba58b7b", "grossValue": 4673125, "homeNotional": 1.4081333783936014, "foreignNotional": 526.430663512448}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 1635, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "744a6421-a629-b537-537c-13bc609737f3", "grossValue": 61124475, "homeNotional": 18.418384589388307, "foreignNotional": 6885.713078742819}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "25b0a61b-2353-4940-51bd-8a7d2566dd41", "grossValue": 74770000, "homeNotional": 22.530134054297623, "foreignNotional": 8422.890616199167}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "8f3d769a-be72-8ddf-48e0-f65703e601f2", "grossValue": 934500, "homeNotional": 0.2816266756787203, "foreignNotional": 105.27205136870565}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "89f00704-fcdf-631f-d028-e19185defd76", "grossValue": 1121400, "homeNotional": 0.33795201081446435, "foreignNotional": 126.32646164244677}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5f20f70-adf8-46a9-bd46-ec0c5d0d496c", "grossValue": 29904000, "homeNotional": 9.01205362171905, "foreignNotional": 3368.7056437985807}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "7eae3b81-0bff-486e-5ce5-6e04cc1a54ef", "grossValue": 373800, "homeNotional": 0.11265067027148812, "foreignNotional": 42.10882054748226}, {"timestamp": "2020-08-12T02:42:42.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 5635, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf66f36b-0c5d-ac7d-f877-71880e673dcd", "grossValue": 210636300, "homeNotional": 63.478652697983556, "foreignNotional": 23728.32037850625}]} 2020-08-12 05:42:42 DEBUG: message ignored 2020-08-12 05:42:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:42.139Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "f1537138-c256-ff3c-ae3f-6e94349286e3", "grossValue": 18707500, "homeNotional": 5.632533513574406, "foreignNotional": 2107.4124141038637}, {"timestamp": "2020-08-12T02:42:42.139Z", "symbol": "ETHUSD", "side": "Sell", "size": 1865, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "bdf9b005-37e1-89d5-c7af-66a80b964aea", "grossValue": 69713700, "homeNotional": 21.009350005632534, "foreignNotional": 7853.295032105441}, {"timestamp": "2020-08-12T02:42:42.139Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7155817-66fc-4297-d6c9-3d3732dc584d", "grossValue": 37380000, "homeNotional": 11.265067027148811, "foreignNotional": 4210.8820547482255}, {"timestamp": "2020-08-12T02:42:42.139Z", "symbol": "ETHUSD", "side": "Sell", "size": 11635, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0fb34158-2a4b-4aee-4e2a-228e05a15df2", "grossValue": 434916300, "homeNotional": 131.06905486087643, "foreignNotional": 48993.612706995606}]} 2020-08-12 05:42:42 DEBUG: message ignored 2020-08-12 05:42:42 DEBUG: check clearing time needed clearing_process_timer=2442.503805 2020-08-12 05:42:42 DEBUG: check init order needed init_order_process_timer=2542.504089 2020-08-12 05:42:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:42.619Z", "symbol": "ETHUSD", "side": "Buy", "size": 1600, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "bb80407e-0185-90ca-abf9-475cf7eb633b", "grossValue": 59872000, "homeNotional": 18.0241072434381, "foreignNotional": 6744.620930494537}, {"timestamp": "2020-08-12T02:42:42.619Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "c28ba93f-6ff9-d14d-1273-a29e2226575c", "grossValue": 224520000, "homeNotional": 67.59040216289287, "foreignNotional": 25292.328489354513}, {"timestamp": "2020-08-12T02:42:42.619Z", "symbol": "ETHUSD", "side": "Buy", "size": 616, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b562b29-e91e-ba46-7f76-83b92dcaa0ee", "grossValue": 23050720, "homeNotional": 6.939281288723668, "foreignNotional": 2596.6790582403964}, {"timestamp": "2020-08-12T02:42:42.619Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "9b9c4548-f789-e9fa-33d2-5522d4c76772", "grossValue": 1122600, "homeNotional": 0.33795201081446435, "foreignNotional": 126.46164244677256}]} 2020-08-12 05:42:42 DEBUG: message ignored 2020-08-12 05:42:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:42.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "77764444-f0af-909e-89bb-922f224154fc", "grossValue": 29940000, "homeNotional": 9.01205362171905, "foreignNotional": 3372.7610679283544}]} 2020-08-12 05:42:42 DEBUG: message ignored 2020-08-12 05:42:43 DEBUG: check clearing time needed clearing_process_timer=2443.505294 2020-08-12 05:42:43 DEBUG: check init order needed init_order_process_timer=2543.50568 2020-08-12 05:42:44 DEBUG: check clearing time needed clearing_process_timer=2444.506966 2020-08-12 05:42:44 DEBUG: check init order needed init_order_process_timer=2544.507239 2020-08-12 05:42:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:45.070Z", "symbol": "ETHUSD", "side": "Sell", "size": 156, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa63154c-10be-3531-75e0-a829c356aab1", "grossValue": 5838300, "homeNotional": 1.7573504562352147, "foreignNotional": 657.6884082460291}]} 2020-08-12 05:42:45 DEBUG: message ignored 2020-08-12 05:42:45 DEBUG: check clearing time needed clearing_process_timer=2445.508427 2020-08-12 05:42:45 DEBUG: check init order needed init_order_process_timer=2545.508692 2020-08-12 05:42:46 DEBUG: check clearing time needed clearing_process_timer=2446.510096 2020-08-12 05:42:46 DEBUG: check init order needed init_order_process_timer=2546.510371 2020-08-12 05:42:47 DEBUG: check clearing time needed clearing_process_timer=2447.511841 2020-08-12 05:42:47 DEBUG: check init order needed init_order_process_timer=2547.5121 2020-08-12 05:42:48 DEBUG: check clearing time needed clearing_process_timer=2448.513498 2020-08-12 05:42:48 DEBUG: check init order needed init_order_process_timer=2548.513777 2020-08-12 05:42:49 DEBUG: check clearing time needed clearing_process_timer=2449.514971 2020-08-12 05:42:49 DEBUG: check init order needed init_order_process_timer=2549.515288 2020-08-12 05:42:50 DEBUG: check clearing time needed clearing_process_timer=2450.516823 2020-08-12 05:42:50 DEBUG: check init order needed init_order_process_timer=2550.517184 2020-08-12 05:42:51 DEBUG: check clearing time needed clearing_process_timer=2451.51844 2020-08-12 05:42:51 DEBUG: check init order needed init_order_process_timer=2551.518703 2020-08-12 05:42:52 DEBUG: check clearing time needed clearing_process_timer=2452.519885 2020-08-12 05:42:52 DEBUG: check init order needed init_order_process_timer=2552.520168 2020-08-12 05:42:53 DEBUG: check clearing time needed clearing_process_timer=2453.521349 2020-08-12 05:42:53 DEBUG: check init order needed init_order_process_timer=2553.521636 2020-08-12 05:42:54 DEBUG: check clearing time needed clearing_process_timer=2454.522826 2020-08-12 05:42:54 DEBUG: check init order needed init_order_process_timer=2554.523114 2020-08-12 05:42:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:54.717Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "439fb56a-3147-e205-0ed1-e4c5ed3bd56d", "grossValue": 37425, "homeNotional": 0.011265067027148811, "foreignNotional": 4.215951334910443}]} 2020-08-12 05:42:54 DEBUG: message ignored 2020-08-12 05:42:55 DEBUG: check clearing time needed clearing_process_timer=2455.524322 2020-08-12 05:42:55 DEBUG: check init order needed init_order_process_timer=2555.524606 2020-08-12 05:42:56 DEBUG: check clearing time needed clearing_process_timer=2456.526044 2020-08-12 05:42:56 DEBUG: check init order needed init_order_process_timer=2556.526351 2020-08-12 05:42:57 DEBUG: check clearing time needed clearing_process_timer=2457.527846 2020-08-12 05:42:57 DEBUG: check init order needed init_order_process_timer=2557.528116 2020-08-12 05:42:58 DEBUG: check clearing time needed clearing_process_timer=2458.52951 2020-08-12 05:42:58 DEBUG: check init order needed init_order_process_timer=2558.529808 2020-08-12 05:42:59 DEBUG: check clearing time needed clearing_process_timer=2459.531226 2020-08-12 05:42:59 DEBUG: check init order needed init_order_process_timer=2559.5315 2020-08-12 05:42:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:59.544Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "a36494e8-3c4a-a3db-64b6-0d49a36b3bc2", "grossValue": 1122900, "homeNotional": 0.33795201081446435, "foreignNotional": 126.495437647854}]} 2020-08-12 05:42:59 DEBUG: message ignored 2020-08-12 05:42:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:42:59.920Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "1d5a5941-445b-810f-0036-c61011f9f549", "grossValue": 1123050, "homeNotional": 0.33795201081446435, "foreignNotional": 126.51233524839473}]} 2020-08-12 05:42:59 DEBUG: message ignored 2020-08-12 05:43:00 DEBUG: check clearing time needed clearing_process_timer=2460.532721 2020-08-12 05:43:00 DEBUG: check init order needed init_order_process_timer=2560.53341 2020-08-12 05:43:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:00.939Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "8a5a374e-a612-f710-be50-6e117f34b00f", "grossValue": 7488000, "homeNotional": 2.2527596305474207, "foreignNotional": 843.4332056769542}, {"timestamp": "2020-08-12T02:43:00.939Z", "symbol": "ETHUSD", "side": "Buy", "size": 3300, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd370579-7bf1-e67b-c727-9a75831a0e22", "grossValue": 123552000, "homeNotional": 37.17053390403244, "foreignNotional": 13916.647893669746}]} 2020-08-12 05:43:00 DEBUG: message ignored 2020-08-12 05:43:01 DEBUG: check clearing time needed clearing_process_timer=2461.534792 2020-08-12 05:43:01 DEBUG: check init order needed init_order_process_timer=2561.535044 2020-08-12 05:43:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:01.580Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8f221a6-4565-fa33-3ac6-414ff0e9fb2e", "grossValue": 449280, "homeNotional": 0.13516557783284525, "foreignNotional": 50.605992340617256}]} 2020-08-12 05:43:01 DEBUG: message ignored 2020-08-12 05:43:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:01.583Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "43987e9b-1906-482b-a2e7-3f984cb041fa", "grossValue": 374400, "homeNotional": 0.11263798152737103, "foreignNotional": 42.171660283847714}]} 2020-08-12 05:43:01 DEBUG: message ignored 2020-08-12 05:43:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:02.248Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "0d57f4df-5008-0c49-e990-41341801de27", "grossValue": 1123350, "homeNotional": 0.3379139445821131, "foreignNotional": 126.53187654877225}, {"timestamp": "2020-08-12T02:43:02.248Z", "symbol": "ETHUSD", "side": "Buy", "size": 711, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d0f8857-5dd6-457d-436f-ad62d0519f0f", "grossValue": 26623395, "homeNotional": 8.00856048659608, "foreignNotional": 2998.805474205902}]} 2020-08-12 05:43:02 DEBUG: message ignored 2020-08-12 05:43:02 DEBUG: check clearing time needed clearing_process_timer=2462.53624 2020-08-12 05:43:02 DEBUG: check init order needed init_order_process_timer=2562.536918 2020-08-12 05:43:03 DEBUG: check clearing time needed clearing_process_timer=2463.538491 2020-08-12 05:43:03 DEBUG: check init order needed init_order_process_timer=2563.539022 2020-08-12 05:43:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:03.721Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "62b519a4-a689-3ca1-b199-2d3e1e93692b", "grossValue": 1123500, "homeNotional": 0.3379139445821131, "foreignNotional": 126.54877224600135}, {"timestamp": "2020-08-12T02:43:03.721Z", "symbol": "ETHUSD", "side": "Buy", "size": 473, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "96572401-488b-41d0-8e4e-4dfba1860ed8", "grossValue": 17713850, "homeNotional": 5.32777652624465, "foreignNotional": 1995.2523090786212}]} 2020-08-12 05:43:03 DEBUG: message ignored 2020-08-12 05:43:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:04.311Z", "symbol": "ETHUSD", "side": "Buy", "size": 144, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "0f3abee9-125a-34f1-9221-2eb25d82ee7c", "grossValue": 5393520, "homeNotional": 1.6219869339941428, "foreignNotional": 607.5152061275062}, {"timestamp": "2020-08-12T02:43:04.311Z", "symbol": "ETHUSD", "side": "Buy", "size": 710, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "48342182-4e2a-0236-bc9a-3a905ece41e6", "grossValue": 26593050, "homeNotional": 7.997296688443343, "foreignNotional": 2995.3874746564543}, {"timestamp": "2020-08-12T02:43:04.311Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "df5b0452-5ee8-8765-9b6a-a3c242f220be", "grossValue": 224730000, "homeNotional": 67.58278891642261, "foreignNotional": 25313.13358864609}, {"timestamp": "2020-08-12T02:43:04.311Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7ddeb68-b9c4-a3a3-c24c-0a09a83e69b1", "grossValue": 9551025, "homeNotional": 2.8722685289479615, "foreignNotional": 1075.808177517459}]} 2020-08-12 05:43:04 DEBUG: message ignored 2020-08-12 05:43:04 DEBUG: check clearing time needed clearing_process_timer=2464.540383 2020-08-12 05:43:04 DEBUG: check init order needed init_order_process_timer=2564.541215 2020-08-12 05:43:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:04.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "2e1944ca-dea8-5d43-4a80-3e6381816eba", "grossValue": 29968000, "homeNotional": 9.011038522189683, "foreignNotional": 3375.535030412255}, {"timestamp": "2020-08-12T02:43:04.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ce1198f-51e7-6b2a-42ad-9ce62870e96d", "grossValue": 1123800, "homeNotional": 0.3379139445821131, "foreignNotional": 126.58256364045957}, {"timestamp": "2020-08-12T02:43:04.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "162ca7a6-aee9-7f88-7ba6-19ca9ee84041", "grossValue": 112380000, "homeNotional": 33.79139445821131, "foreignNotional": 12658.256364045956}, {"timestamp": "2020-08-12T02:43:04.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 2255, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "19134135-b40d-788c-7f85-423b73754fbd", "grossValue": 84472300, "homeNotional": 25.399864834422168, "foreignNotional": 9514.789366974544}, {"timestamp": "2020-08-12T02:43:04.660Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a4ad436-628c-be27-1dbf-dc4b9ecda7f3", "grossValue": 224760000, "homeNotional": 67.58278891642261, "foreignNotional": 25316.51272809191}]} 2020-08-12 05:43:04 DEBUG: message ignored 2020-08-12 05:43:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "3c450475-f635-4a80-e433-5c80129e1aae", "grossValue": 29972000, "homeNotional": 9.011038522189683, "foreignNotional": 3375.9855823383646}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e05f1251-6a61-98c2-7587-137e516d90d3", "grossValue": 1123950, "homeNotional": 0.3379139445821131, "foreignNotional": 126.59945933768867}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "84742e0d-469f-36bf-e009-95d4bf81f96c", "grossValue": 37465, "homeNotional": 0.011263798152737103, "foreignNotional": 4.219981977922956}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "66c80c3a-82a7-65cc-aa1b-2bc6224fefea", "grossValue": 37465, "homeNotional": 0.011263798152737103, "foreignNotional": 4.219981977922956}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "390ed03b-8c1d-d70c-a887-ed559d5c7395", "grossValue": 37465, "homeNotional": 0.011263798152737103, "foreignNotional": 4.219981977922956}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5204a32c-10df-2953-2f16-ff44f40580eb", "grossValue": 37465, "homeNotional": 0.011263798152737103, "foreignNotional": 4.219981977922956}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 141, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "589a6bbe-224d-bbce-0491-1d666f7e83a6", "grossValue": 5282565, "homeNotional": 1.5881955395359315, "foreignNotional": 595.0174588871367}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 92, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "84045535-faa3-cb0d-5d9b-59f619284822", "grossValue": 3446780, "homeNotional": 1.0362694300518134, "foreignNotional": 388.2383419689119}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7c887f1a-c399-6e61-6c84-10e5fb13852a", "grossValue": 18732500, "homeNotional": 5.631899076368551, "foreignNotional": 2109.990988961478}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf04c4c1-2d20-60d1-625d-ad4d760311a2", "grossValue": 224790000, "homeNotional": 67.58278891642261, "foreignNotional": 25319.891867537735}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 473, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8672ca34-d36e-46a2-6473-7d0cb085cfca", "grossValue": 17720945, "homeNotional": 5.32777652624465, "foreignNotional": 1996.051475557558}, {"timestamp": "2020-08-12T02:43:04.935Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "b106f2a5-08a2-a9a2-56d4-ed24600bf7d0", "grossValue": 187325, "homeNotional": 0.05631899076368552, "foreignNotional": 21.09990988961478}]} 2020-08-12 05:43:04 DEBUG: message ignored 2020-08-12 05:43:05 DEBUG: check clearing time needed clearing_process_timer=2465.542589 2020-08-12 05:43:05 DEBUG: check init order needed init_order_process_timer=2565.543344 2020-08-12 05:43:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:05.698Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "80ec9795-a729-ce7f-25ef-e09f00e5f8da", "grossValue": 18732500, "homeNotional": 5.631899076368551, "foreignNotional": 2109.990988961478}]} 2020-08-12 05:43:05 DEBUG: message ignored 2020-08-12 05:43:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:05.977Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "afc9b636-de13-99ed-c520-9da205216c88", "grossValue": 37470, "homeNotional": 0.011263798152737103, "foreignNotional": 4.2205451678305925}, {"timestamp": "2020-08-12T02:43:05.977Z", "symbol": "ETHUSD", "side": "Buy", "size": 1713, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "90b80710-1116-d4cf-01be-fe865fac6ab3", "grossValue": 64186110, "homeNotional": 19.294886235638657, "foreignNotional": 7229.793872493805}]} 2020-08-12 05:43:05 DEBUG: message ignored 2020-08-12 05:43:06 DEBUG: check clearing time needed clearing_process_timer=2466.544549 2020-08-12 05:43:06 DEBUG: check init order needed init_order_process_timer=2566.545349 2020-08-12 05:43:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:06.582Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "fc1878dd-8ec0-29d1-3c07-bf56a3df547a", "grossValue": 1124250, "homeNotional": 0.3379139445821131, "foreignNotional": 126.63325073214688}, {"timestamp": "2020-08-12T02:43:06.582Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ec76639d-2cef-9c82-69e6-c4aa80f81194", "grossValue": 281062500, "homeNotional": 84.47848614552827, "foreignNotional": 31658.31268303672}, {"timestamp": "2020-08-12T02:43:06.582Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "48e74dab-c03a-1be6-861b-b4f1034ea1e4", "grossValue": 187375, "homeNotional": 0.05631899076368552, "foreignNotional": 21.105541788691145}, {"timestamp": "2020-08-12T02:43:06.582Z", "symbol": "ETHUSD", "side": "Buy", "size": 213, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f3a61de-1d17-c146-2137-9b12a9467df9", "grossValue": 7982175, "homeNotional": 2.399189006533003, "foreignNotional": 899.0960801982428}]} 2020-08-12 05:43:06 DEBUG: message ignored 2020-08-12 05:43:07 DEBUG: check clearing time needed clearing_process_timer=2467.546918 2020-08-12 05:43:07 DEBUG: check init order needed init_order_process_timer=2567.547603 2020-08-12 05:43:08 DEBUG: check clearing time needed clearing_process_timer=2468.549156 2020-08-12 05:43:08 DEBUG: check init order needed init_order_process_timer=2568.549722 2020-08-12 05:43:09 DEBUG: check clearing time needed clearing_process_timer=2469.551311 2020-08-12 05:43:09 DEBUG: check init order needed init_order_process_timer=2569.55197 2020-08-12 05:43:10 DEBUG: check clearing time needed clearing_process_timer=2470.553581 2020-08-12 05:43:10 DEBUG: check init order needed init_order_process_timer=2570.55415 2020-08-12 05:43:11 DEBUG: check clearing time needed clearing_process_timer=2471.55571 2020-08-12 05:43:11 DEBUG: check init order needed init_order_process_timer=2571.556383 2020-08-12 05:43:12 DEBUG: check clearing time needed clearing_process_timer=2472.557985 2020-08-12 05:43:12 DEBUG: check init order needed init_order_process_timer=2572.558525 2020-08-12 05:43:13 DEBUG: check clearing time needed clearing_process_timer=2473.56005 2020-08-12 05:43:13 DEBUG: check init order needed init_order_process_timer=2573.560609 2020-08-12 05:43:14 DEBUG: check clearing time needed clearing_process_timer=2474.562175 2020-08-12 05:43:14 DEBUG: check init order needed init_order_process_timer=2574.562788 2020-08-12 05:43:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "00ca322a-e552-e774-0bbd-8cfa342c5dc5", "grossValue": 1124400, "homeNotional": 0.3379139445821131, "foreignNotional": 126.65014642937598}, {"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c3c7ad0-e4e1-5f91-c6ff-9185ea4f7aaa", "grossValue": 1874000, "homeNotional": 0.5631899076368552, "foreignNotional": 211.0835773822933}, {"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "603b62d7-f3e3-5cd7-3ebe-3b8efba5afff", "grossValue": 7496000, "homeNotional": 2.2527596305474207, "foreignNotional": 844.3343095291732}, {"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0b4029f-96c4-0de8-80a4-07d7fe9dc5a4", "grossValue": 37480, "homeNotional": 0.011263798152737103, "foreignNotional": 4.221671547645866}, {"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "8e0019de-c52b-3385-b78b-34cf35bf7787", "grossValue": 29984000, "homeNotional": 9.011038522189683, "foreignNotional": 3377.337238116693}, {"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef64b1f4-3419-0339-f933-439cbc5aa4e7", "grossValue": 281100000, "homeNotional": 84.47848614552827, "foreignNotional": 31662.536607344}, {"timestamp": "2020-08-12T02:43:14.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 1419, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "06d1699a-cb0e-bce7-d95a-3623e0bddf53", "grossValue": 53184120, "homeNotional": 15.983329578733949, "foreignNotional": 5990.551926109484}]} 2020-08-12 05:43:14 DEBUG: message ignored 2020-08-12 05:43:15 DEBUG: check clearing time needed clearing_process_timer=2475.564251 2020-08-12 05:43:15 DEBUG: check init order needed init_order_process_timer=2575.564944 2020-08-12 05:43:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 4568, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "a25d18f6-739c-3e8f-a76f-402b28b90e0e", "grossValue": 171185800, "homeNotional": 51.45302996170309, "foreignNotional": 19282.02297814823}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 663, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2aeb24bc-fa2b-b172-b75a-ba04446ffdd0", "grossValue": 24845925, "homeNotional": 7.4678981752647, "foreignNotional": 2798.594841180446}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a766f0a-af87-6b2d-2461-c6d68458d490", "grossValue": 2061125, "homeNotional": 0.6195088984005407, "foreignNotional": 232.1609596756026}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 138, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "eedb1b20-afe6-c6ac-172d-524f8ca0180a", "grossValue": 5171550, "homeNotional": 1.5544041450777202, "foreignNotional": 582.5129533678756}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "228097d0-b882-a083-b14c-4a7237819aca", "grossValue": 2998000, "homeNotional": 0.9011038522189683, "foreignNotional": 337.6886686190583}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 286, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "4080a2f9-7db7-bbf5-49a8-848635bfc2f6", "grossValue": 10717850, "homeNotional": 3.2214462716828116, "foreignNotional": 1207.2369903131337}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c86c73a1-04e3-5d73-2027-38fc5a380b34", "grossValue": 1986175, "homeNotional": 0.5969813020950665, "foreignNotional": 223.71874296012615}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "df42ca16-2aef-3616-7d4b-0189c006f0cd", "grossValue": 1386575, "homeNotional": 0.4167605316512728, "foreignNotional": 156.18100923631448}, {"timestamp": "2020-08-12T02:43:15.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "bcb0b8c4-9aa4-a3a3-aabc-d33c559edafe", "grossValue": 1161725, "homeNotional": 0.3491777427348502, "foreignNotional": 130.85435908988512}]} 2020-08-12 05:43:15 DEBUG: message ignored 2020-08-12 05:43:16 DEBUG: check clearing time needed clearing_process_timer=2476.56625 2020-08-12 05:43:16 DEBUG: check init order needed init_order_process_timer=2576.566871 2020-08-12 05:43:17 DEBUG: check clearing time needed clearing_process_timer=2477.56837 2020-08-12 05:43:17 DEBUG: check init order needed init_order_process_timer=2577.568872 2020-08-12 05:43:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:17.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "05c95515-d43e-2f15-76d1-502c21cac338", "grossValue": 1086485, "homeNotional": 0.326650146429376, "foreignNotional": 122.37947735976572}, {"timestamp": "2020-08-12T02:43:17.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d769fa10-b414-8fb6-52cd-3a5a4f9bc508", "grossValue": 1311275, "homeNotional": 0.3942329353457986, "foreignNotional": 147.69936922730344}, {"timestamp": "2020-08-12T02:43:17.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 1142, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "145bb39b-e818-5d91-8451-f9461798217e", "grossValue": 42785030, "homeNotional": 12.863257490425772, "foreignNotional": 4819.219418788015}, {"timestamp": "2020-08-12T02:43:17.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "93e79273-b5b9-08ce-2ac6-7942219cdac7", "grossValue": 2660015, "homeNotional": 0.7997296688443343, "foreignNotional": 299.61872043252987}, {"timestamp": "2020-08-12T02:43:17.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 166, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "bd06e9bd-f2f3-4d65-7969-b647d04ecb02", "grossValue": 6219190, "homeNotional": 1.869790493354359, "foreignNotional": 700.5170083352107}]} 2020-08-12 05:43:17 DEBUG: message ignored 2020-08-12 05:43:18 DEBUG: check clearing time needed clearing_process_timer=2478.570269 2020-08-12 05:43:18 DEBUG: check init order needed init_order_process_timer=2578.570884 2020-08-12 05:43:19 DEBUG: check clearing time needed clearing_process_timer=2479.572388 2020-08-12 05:43:19 DEBUG: check init order needed init_order_process_timer=2579.573048 2020-08-12 05:43:20 DEBUG: check clearing time needed clearing_process_timer=2480.574666 2020-08-12 05:43:20 DEBUG: check init order needed init_order_process_timer=2580.575229 2020-08-12 05:43:21 DEBUG: check clearing time needed clearing_process_timer=2481.576761 2020-08-12 05:43:21 DEBUG: check init order needed init_order_process_timer=2581.577414 2020-08-12 05:43:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:21.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "2aad5e1b-ded2-b271-efc8-72d19a5ee447", "grossValue": 1798080, "homeNotional": 0.540662311331381, "foreignNotional": 202.5321018247353}, {"timestamp": "2020-08-12T02:43:21.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 3250, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "50e3aa32-fb02-4890-dfce-1cca81a0dff6", "grossValue": 121745000, "homeNotional": 36.607343996395585, "foreignNotional": 13713.111061049785}, {"timestamp": "2020-08-12T02:43:21.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "21a77923-656c-e427-77ab-87b0f53cdf6d", "grossValue": 1086340, "homeNotional": 0.326650146429376, "foreignNotional": 122.36314485244425}, {"timestamp": "2020-08-12T02:43:21.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a8390be4-3e05-7df6-36a7-e8e9500633fb", "grossValue": 749200, "homeNotional": 0.22527596305474207, "foreignNotional": 84.38837576030637}, {"timestamp": "2020-08-12T02:43:21.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 286, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed06dd3b-ccf9-596b-a6d9-46397bac441a", "grossValue": 10713560, "homeNotional": 3.2214462716828116, "foreignNotional": 1206.7537733723811}, {"timestamp": "2020-08-12T02:43:21.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "37c43326-8f8a-bc69-949c-a8334e8c8deb", "grossValue": 1535860, "homeNotional": 0.4618157242622212, "foreignNotional": 172.99617030862808}]} 2020-08-12 05:43:21 DEBUG: message ignored 2020-08-12 05:43:22 DEBUG: check clearing time needed clearing_process_timer=2482.578882 2020-08-12 05:43:22 DEBUG: check init order needed init_order_process_timer=2582.579151 2020-08-12 05:43:23 DEBUG: check clearing time needed clearing_process_timer=2483.579598 2020-08-12 05:43:23 DEBUG: check init order needed init_order_process_timer=2583.579905 2020-08-12 05:43:24 DEBUG: check clearing time needed clearing_process_timer=2484.58109 2020-08-12 05:43:24 DEBUG: check init order needed init_order_process_timer=2584.581858 2020-08-12 05:43:25 DEBUG: check clearing time needed clearing_process_timer=2485.583315 2020-08-12 05:43:25 DEBUG: check init order needed init_order_process_timer=2585.583609 2020-08-12 05:43:26 DEBUG: check clearing time needed clearing_process_timer=2486.584814 2020-08-12 05:43:26 DEBUG: check init order needed init_order_process_timer=2586.585343 2020-08-12 05:43:27 DEBUG: check clearing time needed clearing_process_timer=2487.58654 2020-08-12 05:43:27 DEBUG: check init order needed init_order_process_timer=2587.586895 2020-08-12 05:43:28 DEBUG: check clearing time needed clearing_process_timer=2488.588157 2020-08-12 05:43:28 DEBUG: check init order needed init_order_process_timer=2588.58843 2020-08-12 05:43:29 DEBUG: check clearing time needed clearing_process_timer=2489.589077 2020-08-12 05:43:29 DEBUG: check init order needed init_order_process_timer=2589.589349 2020-08-12 05:43:30 DEBUG: check clearing time needed clearing_process_timer=2490.590534 2020-08-12 05:43:30 DEBUG: check init order needed init_order_process_timer=2590.590814 2020-08-12 05:43:31 DEBUG: check clearing time needed clearing_process_timer=2491.592039 2020-08-12 05:43:31 DEBUG: check init order needed init_order_process_timer=2591.592298 2020-08-12 05:43:32 DEBUG: check clearing time needed clearing_process_timer=2492.593089 2020-08-12 05:43:32 DEBUG: check init order needed init_order_process_timer=2592.593349 2020-08-12 05:43:33 DEBUG: check clearing time needed clearing_process_timer=2493.594589 2020-08-12 05:43:33 DEBUG: check init order needed init_order_process_timer=2593.594845 2020-08-12 05:43:34 DEBUG: check clearing time needed clearing_process_timer=2494.596017 2020-08-12 05:43:34 DEBUG: check init order needed init_order_process_timer=2594.596288 2020-08-12 05:43:35 DEBUG: check clearing time needed clearing_process_timer=2495.597483 2020-08-12 05:43:35 DEBUG: check init order needed init_order_process_timer=2595.597849 2020-08-12 05:43:36 DEBUG: check clearing time needed clearing_process_timer=2496.599094 2020-08-12 05:43:36 DEBUG: check init order needed init_order_process_timer=2596.599361 2020-08-12 05:43:37 DEBUG: check clearing time needed clearing_process_timer=2497.600531 2020-08-12 05:43:37 DEBUG: check init order needed init_order_process_timer=2597.600788 2020-08-12 05:43:38 DEBUG: check clearing time needed clearing_process_timer=2498.601961 2020-08-12 05:43:38 DEBUG: check init order needed init_order_process_timer=2598.602223 2020-08-12 05:43:39 DEBUG: check clearing time needed clearing_process_timer=2499.603384 2020-08-12 05:43:39 DEBUG: check init order needed init_order_process_timer=2599.603658 2020-08-12 05:43:40 DEBUG: check clearing time needed clearing_process_timer=2500.604866 2020-08-12 05:43:40 DEBUG: check init order needed init_order_process_timer=2600.605201 2020-08-12 05:43:41 DEBUG: check clearing time needed clearing_process_timer=2501.606402 2020-08-12 05:43:41 DEBUG: check init order needed init_order_process_timer=2601.606719 2020-08-12 05:43:42 DEBUG: check clearing time needed clearing_process_timer=2502.607947 2020-08-12 05:43:42 DEBUG: check init order needed init_order_process_timer=2602.608203 2020-08-12 05:43:43 DEBUG: check clearing time needed clearing_process_timer=2503.6094 2020-08-12 05:43:43 DEBUG: check init order needed init_order_process_timer=2603.609703 2020-08-12 05:43:44 DEBUG: check clearing time needed clearing_process_timer=2504.610891 2020-08-12 05:43:44 DEBUG: check init order needed init_order_process_timer=2604.611167 2020-08-12 05:43:45 DEBUG: check clearing time needed clearing_process_timer=2505.612354 2020-08-12 05:43:45 DEBUG: check init order needed init_order_process_timer=2605.612634 2020-08-12 05:43:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:45.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "1e6b6f35-67e2-ea7d-9b07-1e639f0055ce", "grossValue": 1086050, "homeNotional": 0.3268710550045086, "foreignNotional": 122.41321009918846}, {"timestamp": "2020-08-12T02:43:45.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7adc6a8-5bb8-9a0d-2aae-5f93c21ba3e9", "grossValue": 1909950, "homeNotional": 0.5748422001803426, "foreignNotional": 215.2784039675383}]} 2020-08-12 05:43:45 DEBUG: message ignored 2020-08-12 05:43:46 DEBUG: check clearing time needed clearing_process_timer=2506.61381 2020-08-12 05:43:46 DEBUG: check init order needed init_order_process_timer=2606.614113 2020-08-12 05:43:47 DEBUG: check clearing time needed clearing_process_timer=2507.615312 2020-08-12 05:43:47 DEBUG: check init order needed init_order_process_timer=2607.615595 2020-08-12 05:43:48 DEBUG: check clearing time needed clearing_process_timer=2508.616787 2020-08-12 05:43:48 DEBUG: check init order needed init_order_process_timer=2608.617155 2020-08-12 05:43:49 DEBUG: check clearing time needed clearing_process_timer=2509.618424 2020-08-12 05:43:49 DEBUG: check init order needed init_order_process_timer=2609.61871 2020-08-12 05:43:50 DEBUG: check clearing time needed clearing_process_timer=2510.619882 2020-08-12 05:43:50 DEBUG: check init order needed init_order_process_timer=2610.620164 2020-08-12 05:43:51 DEBUG: check clearing time needed clearing_process_timer=2511.621351 2020-08-12 05:43:51 DEBUG: check init order needed init_order_process_timer=2611.621643 2020-08-12 05:43:52 DEBUG: check clearing time needed clearing_process_timer=2512.622889 2020-08-12 05:43:52 DEBUG: check init order needed init_order_process_timer=2612.623158 2020-08-12 05:43:53 DEBUG: check clearing time needed clearing_process_timer=2513.624349 2020-08-12 05:43:53 DEBUG: check init order needed init_order_process_timer=2613.624592 2020-08-12 05:43:54 DEBUG: check clearing time needed clearing_process_timer=2514.6258 2020-08-12 05:43:54 DEBUG: check init order needed init_order_process_timer=2614.626108 2020-08-12 05:43:55 DEBUG: check clearing time needed clearing_process_timer=2515.627285 2020-08-12 05:43:55 DEBUG: check init order needed init_order_process_timer=2615.627536 2020-08-12 05:43:56 DEBUG: check clearing time needed clearing_process_timer=2516.628734 2020-08-12 05:43:56 DEBUG: check init order needed init_order_process_timer=2616.628988 2020-08-12 05:43:57 DEBUG: check clearing time needed clearing_process_timer=2517.630212 2020-08-12 05:43:57 DEBUG: check init order needed init_order_process_timer=2617.630458 2020-08-12 05:43:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "6c840439-7f29-72e4-0fd6-ebf2150a4053", "grossValue": 1085905, "homeNotional": 0.3268710550045086, "foreignNotional": 122.39686654643823}, {"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b1f48ae-35b1-7e2a-2ce7-feaf6b762627", "grossValue": 1872250, "homeNotional": 0.563570784490532, "foreignNotional": 211.0290802524797}, {"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee82ddd1-e61e-ba79-d6af-ac035c7f3786", "grossValue": 1235685, "homeNotional": 0.3719567177637511, "foreignNotional": 139.2791929666366}, {"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b25a1fe-6bb8-be4b-9ced-9180661b3376", "grossValue": 37445, "homeNotional": 0.01127141568981064, "foreignNotional": 4.220581605049595}, {"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "23b57173-7634-062c-a0da-95af6820f2ec", "grossValue": 7488000, "homeNotional": 2.254283137962128, "foreignNotional": 844.0036068530208}, {"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "8ccc4db2-a63c-3ef7-0e90-02ad08e94aa1", "grossValue": 1085615, "homeNotional": 0.3268710550045086, "foreignNotional": 122.36417944093778}, {"timestamp": "2020-08-12T02:43:58.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 158, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "102af228-01c5-3e46-dde1-87c62b39fe84", "grossValue": 5914730, "homeNotional": 1.7808836789900813, "foreignNotional": 666.6738052299369}]} 2020-08-12 05:43:58 DEBUG: message ignored 2020-08-12 05:43:58 DEBUG: check clearing time needed clearing_process_timer=2518.631625 2020-08-12 05:43:58 DEBUG: check init order needed init_order_process_timer=2618.63187 2020-08-12 05:43:59 DEBUG: check clearing time needed clearing_process_timer=2519.633082 2020-08-12 05:43:59 DEBUG: check init order needed init_order_process_timer=2619.63333 2020-08-12 05:44:00 DEBUG: check clearing time needed clearing_process_timer=2520.634518 2020-08-12 05:44:00 DEBUG: check init order needed init_order_process_timer=2620.634757 2020-08-12 05:44:01 DEBUG: check clearing time needed clearing_process_timer=2521.635932 2020-08-12 05:44:01 DEBUG: check init order needed init_order_process_timer=2621.636261 2020-08-12 05:44:02 DEBUG: check clearing time needed clearing_process_timer=2522.637448 2020-08-12 05:44:02 DEBUG: check init order needed init_order_process_timer=2622.637717 2020-08-12 05:44:03 DEBUG: check clearing time needed clearing_process_timer=2523.638897 2020-08-12 05:44:03 DEBUG: check init order needed init_order_process_timer=2623.639161 2020-08-12 05:44:04 DEBUG: check clearing time needed clearing_process_timer=2524.640342 2020-08-12 05:44:04 DEBUG: check init order needed init_order_process_timer=2624.640581 2020-08-12 05:44:05 DEBUG: check clearing time needed clearing_process_timer=2525.640779 2020-08-12 05:44:05 DEBUG: check init order needed init_order_process_timer=2625.641158 2020-08-12 05:44:06 DEBUG: check clearing time needed clearing_process_timer=2526.642365 2020-08-12 05:44:06 DEBUG: check init order needed init_order_process_timer=2626.642623 2020-08-12 05:44:07 DEBUG: check clearing time needed clearing_process_timer=2527.643818 2020-08-12 05:44:07 DEBUG: check init order needed init_order_process_timer=2627.644092 2020-08-12 05:44:08 DEBUG: check clearing time needed clearing_process_timer=2528.645309 2020-08-12 05:44:08 DEBUG: check init order needed init_order_process_timer=2628.645625 2020-08-12 05:44:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:09.325Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "8962f191-685e-1d84-900b-38d2ee167e03", "grossValue": 37440000, "homeNotional": 11.266336187471834, "foreignNotional": 4218.116268589455}]} 2020-08-12 05:44:09 DEBUG: message ignored 2020-08-12 05:44:09 DEBUG: check clearing time needed clearing_process_timer=2529.646846 2020-08-12 05:44:09 DEBUG: check init order needed init_order_process_timer=2629.647167 2020-08-12 05:44:10 DEBUG: check clearing time needed clearing_process_timer=2530.648384 2020-08-12 05:44:10 DEBUG: check init order needed init_order_process_timer=2630.648645 2020-08-12 05:44:11 DEBUG: check clearing time needed clearing_process_timer=2531.649805 2020-08-12 05:44:11 DEBUG: check init order needed init_order_process_timer=2631.650064 2020-08-12 05:44:12 DEBUG: check clearing time needed clearing_process_timer=2532.651234 2020-08-12 05:44:12 DEBUG: check init order needed init_order_process_timer=2632.651514 2020-08-12 05:44:13 DEBUG: check clearing time needed clearing_process_timer=2533.652725 2020-08-12 05:44:13 DEBUG: check init order needed init_order_process_timer=2633.652989 2020-08-12 05:44:14 DEBUG: check clearing time needed clearing_process_timer=2534.654226 2020-08-12 05:44:14 DEBUG: check init order needed init_order_process_timer=2634.654487 2020-08-12 05:44:15 DEBUG: check clearing time needed clearing_process_timer=2535.655678 2020-08-12 05:44:15 DEBUG: check init order needed init_order_process_timer=2635.655957 2020-08-12 05:44:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:16.475Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "1d9ad3a2-8030-abae-5452-fc2f92bfe4d0", "grossValue": 1123500, "homeNotional": 0.337990085624155, "foreignNotional": 126.57728706624606}]} 2020-08-12 05:44:16 DEBUG: message ignored 2020-08-12 05:44:16 DEBUG: check clearing time needed clearing_process_timer=2536.657201 2020-08-12 05:44:16 DEBUG: check init order needed init_order_process_timer=2636.657478 2020-08-12 05:44:17 DEBUG: check clearing time needed clearing_process_timer=2537.658689 2020-08-12 05:44:17 DEBUG: check init order needed init_order_process_timer=2637.658989 2020-08-12 05:44:18 DEBUG: check clearing time needed clearing_process_timer=2538.660183 2020-08-12 05:44:18 DEBUG: check init order needed init_order_process_timer=2638.66053 2020-08-12 05:44:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:19.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "60052d88-93ff-5199-6911-0abf026d9651", "grossValue": 1123800, "homeNotional": 0.337990085624155, "foreignNotional": 126.61108607480847}, {"timestamp": "2020-08-12T02:44:19.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "68a14a42-70fe-60fe-544f-c47a2208e229", "grossValue": 18730000, "homeNotional": 5.633168093735917, "foreignNotional": 2110.1847679134744}, {"timestamp": "2020-08-12T02:44:19.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 346, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6aecf392-5bdf-4b0d-5eef-a8f6b8be67b2", "grossValue": 12961160, "homeNotional": 3.8981523208652544, "foreignNotional": 1460.2478593961243}]} 2020-08-12 05:44:19 DEBUG: message ignored 2020-08-12 05:44:19 DEBUG: check clearing time needed clearing_process_timer=2539.661729 2020-08-12 05:44:19 DEBUG: check init order needed init_order_process_timer=2639.661999 2020-08-12 05:44:20 DEBUG: check clearing time needed clearing_process_timer=2540.663175 2020-08-12 05:44:20 DEBUG: check init order needed init_order_process_timer=2640.663462 2020-08-12 05:44:21 DEBUG: check clearing time needed clearing_process_timer=2541.664663 2020-08-12 05:44:21 DEBUG: check init order needed init_order_process_timer=2641.664921 2020-08-12 05:44:22 DEBUG: check clearing time needed clearing_process_timer=2542.666141 2020-08-12 05:44:22 DEBUG: check init order needed init_order_process_timer=2642.666502 2020-08-12 05:44:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:23.343Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "cb4ab3db-d8ea-7448-0a88-8373a07f9a39", "grossValue": 1123950, "homeNotional": 0.337990085624155, "foreignNotional": 126.62798557908968}, {"timestamp": "2020-08-12T02:44:23.343Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "5dc75381-1dde-89db-d18d-246451b49bce", "grossValue": 11241000, "homeNotional": 3.3799008562415502, "foreignNotional": 1266.4488508337088}, {"timestamp": "2020-08-12T02:44:23.343Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "43a61026-7678-1c11-8a16-f5d936e8233f", "grossValue": 18735000, "homeNotional": 5.633168093735917, "foreignNotional": 2110.748084722848}, {"timestamp": "2020-08-12T02:44:23.343Z", "symbol": "ETHUSD", "side": "Buy", "size": 1170, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "105b4e10-c714-9cb3-3301-2e74a5572fec", "grossValue": 43839900, "homeNotional": 13.181613339342046, "foreignNotional": 4939.150518251465}]} 2020-08-12 05:44:23 DEBUG: message ignored 2020-08-12 05:44:23 DEBUG: check clearing time needed clearing_process_timer=2543.667729 2020-08-12 05:44:23 DEBUG: check init order needed init_order_process_timer=2643.668061 2020-08-12 05:44:24 DEBUG: check clearing time needed clearing_process_timer=2544.669281 2020-08-12 05:44:24 DEBUG: check init order needed init_order_process_timer=2644.669559 2020-08-12 05:44:25 DEBUG: check clearing time needed clearing_process_timer=2545.670772 2020-08-12 05:44:25 DEBUG: check init order needed init_order_process_timer=2645.671043 2020-08-12 05:44:26 DEBUG: check clearing time needed clearing_process_timer=2546.672229 2020-08-12 05:44:26 DEBUG: check init order needed init_order_process_timer=2646.672513 2020-08-12 05:44:27 DEBUG: check clearing time needed clearing_process_timer=2547.673709 2020-08-12 05:44:27 DEBUG: check init order needed init_order_process_timer=2647.673985 2020-08-12 05:44:28 DEBUG: check clearing time needed clearing_process_timer=2548.675176 2020-08-12 05:44:28 DEBUG: check init order needed init_order_process_timer=2648.675457 2020-08-12 05:44:29 DEBUG: check clearing time needed clearing_process_timer=2549.676642 2020-08-12 05:44:29 DEBUG: check init order needed init_order_process_timer=2649.676924 2020-08-12 05:44:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:29.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "832eeca7-3f9c-df28-761a-3192cab3279d", "grossValue": 487045, "homeNotional": 0.14646237043713384, "foreignNotional": 54.87212708427219}]} 2020-08-12 05:44:29 DEBUG: message ignored 2020-08-12 05:44:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:29.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "25bed5d8-918f-fde6-89b7-15883ef8ea22", "grossValue": 449580, "homeNotional": 0.135196034249662, "foreignNotional": 50.65119423163587}]} 2020-08-12 05:44:29 DEBUG: message ignored 2020-08-12 05:44:30 DEBUG: check clearing time needed clearing_process_timer=2550.678159 2020-08-12 05:44:30 DEBUG: check init order needed init_order_process_timer=2650.678457 2020-08-12 05:44:31 DEBUG: check clearing time needed clearing_process_timer=2551.679651 2020-08-12 05:44:31 DEBUG: check init order needed init_order_process_timer=2651.679908 2020-08-12 05:44:32 DEBUG: check clearing time needed clearing_process_timer=2552.681072 2020-08-12 05:44:32 DEBUG: check init order needed init_order_process_timer=2652.681329 2020-08-12 05:44:33 DEBUG: check clearing time needed clearing_process_timer=2553.682513 2020-08-12 05:44:33 DEBUG: check init order needed init_order_process_timer=2653.68277 2020-08-12 05:44:34 DEBUG: check clearing time needed clearing_process_timer=2554.68393 2020-08-12 05:44:34 DEBUG: check init order needed init_order_process_timer=2654.684183 2020-08-12 05:44:35 DEBUG: check clearing time needed clearing_process_timer=2555.685367 2020-08-12 05:44:35 DEBUG: check init order needed init_order_process_timer=2655.685698 2020-08-12 05:44:36 DEBUG: check clearing time needed clearing_process_timer=2556.686894 2020-08-12 05:44:36 DEBUG: check init order needed init_order_process_timer=2656.687147 2020-08-12 05:44:37 DEBUG: check clearing time needed clearing_process_timer=2557.688326 2020-08-12 05:44:37 DEBUG: check init order needed init_order_process_timer=2657.688583 2020-08-12 05:44:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 247, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "850d0c0d-5ca9-4d87-7618-f1d564172b9c", "grossValue": 9255090, "homeNotional": 2.78372591006424, "foreignNotional": 1043.0620985010707}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8ad52b6-ec33-ba3f-88f1-232ac2b84e1c", "grossValue": 374700, "homeNotional": 0.11270145384875464, "foreignNotional": 42.22923475712837}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "f60ac393-9fe3-f25a-b29e-9cc0248249f3", "grossValue": 1124250, "homeNotional": 0.33810436154626394, "foreignNotional": 126.70460948946241}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d6ae9745-9e4a-2c04-65b5-4e9d0e625867", "grossValue": 1873750, "homeNotional": 0.5635072692437733, "foreignNotional": 211.17434914910402}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 473, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "32aad43b-8ef6-4004-1e0f-00e0183165e2", "grossValue": 17725675, "homeNotional": 5.330778767046095, "foreignNotional": 1997.7093429505242}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "a7ebc829-ab5b-be22-29a8-8037fddb19d7", "grossValue": 37480000, "homeNotional": 11.270145384875464, "foreignNotional": 4224.050490251324}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "3f1b8f68-1cfa-fdcb-3bd8-c03521f9d27e", "grossValue": 1124400, "homeNotional": 0.33810436154626394, "foreignNotional": 126.72151470753973}, {"timestamp": "2020-08-12T02:44:38.322Z", "symbol": "ETHUSD", "side": "Buy", "size": 160, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b31b7442-5dde-1ec9-abf2-ca8282d44db6", "grossValue": 5996800, "homeNotional": 1.8032232615800743, "foreignNotional": 675.8480784402119}]} 2020-08-12 05:44:38 DEBUG: message ignored 2020-08-12 05:44:38 DEBUG: check clearing time needed clearing_process_timer=2558.689772 2020-08-12 05:44:38 DEBUG: check init order needed init_order_process_timer=2658.690023 2020-08-12 05:44:39 DEBUG: check clearing time needed clearing_process_timer=2559.691296 2020-08-12 05:44:39 DEBUG: check init order needed init_order_process_timer=2659.691609 2020-08-12 05:44:40 DEBUG: check clearing time needed clearing_process_timer=2560.692872 2020-08-12 05:44:40 DEBUG: check init order needed init_order_process_timer=2660.69318 2020-08-12 05:44:41 DEBUG: check clearing time needed clearing_process_timer=2561.694352 2020-08-12 05:44:41 DEBUG: check init order needed init_order_process_timer=2661.69459 2020-08-12 05:44:42 DEBUG: check clearing time needed clearing_process_timer=2562.695754 2020-08-12 05:44:42 DEBUG: check init order needed init_order_process_timer=2662.696006 2020-08-12 05:44:43 DEBUG: check clearing time needed clearing_process_timer=2563.697202 2020-08-12 05:44:43 DEBUG: check init order needed init_order_process_timer=2663.697514 2020-08-12 05:44:44 DEBUG: check clearing time needed clearing_process_timer=2564.698752 2020-08-12 05:44:44 DEBUG: check init order needed init_order_process_timer=2664.699009 2020-08-12 05:44:45 DEBUG: check clearing time needed clearing_process_timer=2565.700197 2020-08-12 05:44:45 DEBUG: check init order needed init_order_process_timer=2665.700518 2020-08-12 05:44:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:46.340Z", "symbol": "ETHUSD", "side": "Sell", "size": 355, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "f729364b-fbdb-df4e-f66b-e4f34b3d0175", "grossValue": 13303625, "homeNotional": 4.00090161163079, "foreignNotional": 1499.3378789586386}]} 2020-08-12 05:44:46 DEBUG: message ignored 2020-08-12 05:44:46 DEBUG: check clearing time needed clearing_process_timer=2566.701702 2020-08-12 05:44:46 DEBUG: check init order needed init_order_process_timer=2666.701968 2020-08-12 05:44:47 DEBUG: check clearing time needed clearing_process_timer=2567.703355 2020-08-12 05:44:47 DEBUG: check init order needed init_order_process_timer=2667.703714 2020-08-12 05:44:48 DEBUG: check clearing time needed clearing_process_timer=2568.705123 2020-08-12 05:44:48 DEBUG: check init order needed init_order_process_timer=2668.70546 2020-08-12 05:44:49 DEBUG: check clearing time needed clearing_process_timer=2569.706928 2020-08-12 05:44:49 DEBUG: check init order needed init_order_process_timer=2669.707212 2020-08-12 05:44:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:49.968Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "cdb12a52-85d6-77b8-6598-28c77b787697", "grossValue": 37480, "homeNotional": 0.011270145384875465, "foreignNotional": 4.224050490251324}]} 2020-08-12 05:44:49 DEBUG: message ignored 2020-08-12 05:44:50 DEBUG: check clearing time needed clearing_process_timer=2570.708444 2020-08-12 05:44:50 DEBUG: check init order needed init_order_process_timer=2670.708734 2020-08-12 05:44:51 DEBUG: check clearing time needed clearing_process_timer=2571.710189 2020-08-12 05:44:51 DEBUG: check init order needed init_order_process_timer=2671.710493 2020-08-12 05:44:52 DEBUG: check clearing time needed clearing_process_timer=2572.711866 2020-08-12 05:44:52 DEBUG: check init order needed init_order_process_timer=2672.712138 2020-08-12 05:44:53 DEBUG: check clearing time needed clearing_process_timer=2573.713275 2020-08-12 05:44:53 DEBUG: check init order needed init_order_process_timer=2673.713531 2020-08-12 05:44:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:44:53.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a2db9c9e-83f4-e541-4277-6630c893025f", "grossValue": 1461720, "homeNotional": 0.43953567001014315, "foreignNotional": 164.73796911980165}, {"timestamp": "2020-08-12T02:44:53.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 710, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "41ff1f33-e6b2-4f9d-fb11-3d129371c223", "grossValue": 26610800, "homeNotional": 8.00180322326158, "foreignNotional": 2999.0758480784402}, {"timestamp": "2020-08-12T02:44:53.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 181, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0b4dcd4-31e5-6722-fd36-5284039c0a79", "grossValue": 6783880, "homeNotional": 2.0398963146624594, "foreignNotional": 764.5531387354897}, {"timestamp": "2020-08-12T02:44:53.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 297, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0aa2be8f-f989-3519-5160-d3773565c3e3", "grossValue": 11131560, "homeNotional": 3.347233179308013, "foreignNotional": 1254.5429956046432}, {"timestamp": "2020-08-12T02:44:53.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0439925e-0c05-5d6a-69eb-7e253248ae7c", "grossValue": 2736040, "homeNotional": 0.8227206130959089, "foreignNotional": 308.35568578834665}]} 2020-08-12 05:44:53 DEBUG: message ignored 2020-08-12 05:44:54 DEBUG: check clearing time needed clearing_process_timer=2574.714772 2020-08-12 05:44:54 DEBUG: check init order needed init_order_process_timer=2674.715545 2020-08-12 05:44:55 DEBUG: check clearing time needed clearing_process_timer=2575.717256 2020-08-12 05:44:55 DEBUG: check init order needed init_order_process_timer=2675.71781 2020-08-12 05:44:56 DEBUG: check clearing time needed clearing_process_timer=2576.719371 2020-08-12 05:44:56 DEBUG: check init order needed init_order_process_timer=2676.720047 2020-08-12 05:44:57 DEBUG: check clearing time needed clearing_process_timer=2577.721285 2020-08-12 05:44:57 DEBUG: check init order needed init_order_process_timer=2677.721549 2020-08-12 05:44:58 DEBUG: check clearing time needed clearing_process_timer=2578.722936 2020-08-12 05:44:58 DEBUG: check init order needed init_order_process_timer=2678.723208 2020-08-12 05:44:59 DEBUG: check clearing time needed clearing_process_timer=2579.724631 2020-08-12 05:44:59 DEBUG: check init order needed init_order_process_timer=2679.724902 2020-08-12 05:45:00 DEBUG: check clearing time needed clearing_process_timer=2580.726335 2020-08-12 05:45:00 DEBUG: check init order needed init_order_process_timer=2680.726611 2020-08-12 05:45:01 DEBUG: check clearing time needed clearing_process_timer=2581.736405 2020-08-12 05:45:01 DEBUG: check init order needed init_order_process_timer=2681.736696 2020-08-12 05:45:02 DEBUG: check clearing time needed clearing_process_timer=2582.737511 2020-08-12 05:45:02 DEBUG: check init order needed init_order_process_timer=2682.739235 2020-08-12 05:45:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:03.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "3cebeec1-6218-746f-3cab-f96372f10050", "grossValue": 674550, "homeNotional": 0.20293122886133033, "foreignNotional": 76.04847801578354}]} 2020-08-12 05:45:03 DEBUG: message ignored 2020-08-12 05:45:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:03.546Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "213e5e48-94b5-45ea-5047-1f0fdf5ade27", "grossValue": 262325, "homeNotional": 0.07891770011273957, "foreignNotional": 29.574408117249156}]} 2020-08-12 05:45:03 DEBUG: message ignored 2020-08-12 05:45:03 DEBUG: check clearing time needed clearing_process_timer=2583.740452 2020-08-12 05:45:03 DEBUG: check init order needed init_order_process_timer=2683.74078 2020-08-12 05:45:04 DEBUG: check clearing time needed clearing_process_timer=2584.742013 2020-08-12 05:45:04 DEBUG: check init order needed init_order_process_timer=2684.742757 2020-08-12 05:45:05 DEBUG: check clearing time needed clearing_process_timer=2585.744416 2020-08-12 05:45:05 DEBUG: check init order needed init_order_process_timer=2685.744983 2020-08-12 05:45:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:05.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "58eb0a1b-919b-acfe-f383-cc43aad8551e", "grossValue": 562125, "homeNotional": 0.16910935738444194, "foreignNotional": 63.37373167981961}]} 2020-08-12 05:45:05 DEBUG: message ignored 2020-08-12 05:45:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:05.656Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "c136856f-5400-a1f1-4a21-f1e937a3260c", "grossValue": 674640, "homeNotional": 0.20293122886133033, "foreignNotional": 76.05862457722661}]} 2020-08-12 05:45:05 DEBUG: message ignored 2020-08-12 05:45:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:05.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "71762a6c-e913-d876-580f-9c7bf8e006b6", "grossValue": 262360, "homeNotional": 0.07891770011273957, "foreignNotional": 29.57835400225479}]} 2020-08-12 05:45:05 DEBUG: message ignored 2020-08-12 05:45:06 DEBUG: check clearing time needed clearing_process_timer=2586.74642 2020-08-12 05:45:06 DEBUG: check init order needed init_order_process_timer=2686.747137 2020-08-12 05:45:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:07.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee938a71-8d7b-309a-b152-bc7d3f5f16a9", "grossValue": 562200, "homeNotional": 0.16910935738444194, "foreignNotional": 63.38218714768884}]} 2020-08-12 05:45:07 DEBUG: message ignored 2020-08-12 05:45:07 DEBUG: check clearing time needed clearing_process_timer=2587.748508 2020-08-12 05:45:07 DEBUG: check init order needed init_order_process_timer=2687.749181 2020-08-12 05:45:08 DEBUG: check clearing time needed clearing_process_timer=2588.75071 2020-08-12 05:45:08 DEBUG: check init order needed init_order_process_timer=2688.751221 2020-08-12 05:45:09 DEBUG: check clearing time needed clearing_process_timer=2589.752783 2020-08-12 05:45:09 DEBUG: check init order needed init_order_process_timer=2689.753373 2020-08-12 05:45:10 DEBUG: check clearing time needed clearing_process_timer=2590.754959 2020-08-12 05:45:10 DEBUG: check init order needed init_order_process_timer=2690.755535 2020-08-12 05:45:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:10.877Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "ac2ba9fe-19b2-d7f9-ce89-d6f84a95b5fc", "grossValue": 1499000, "homeNotional": 0.4509582863585118, "foreignNotional": 168.99661781285232}]} 2020-08-12 05:45:10 DEBUG: message ignored 2020-08-12 05:45:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:10.889Z", "symbol": "ETHUSD", "side": "Sell", "size": 123, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c18e22b-4f6a-e55e-72d9-aed4d23ce550", "grossValue": 4609425, "homeNotional": 1.3866967305524238, "foreignNotional": 519.6645997745209}]} 2020-08-12 05:45:10 DEBUG: message ignored 2020-08-12 05:45:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:10.901Z", "symbol": "ETHUSD", "side": "Sell", "size": 192, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "68a1a5c8-35e3-574e-e4aa-de82a7fd3fb9", "grossValue": 7195200, "homeNotional": 2.1645997745208567, "foreignNotional": 811.1837655016911}]} 2020-08-12 05:45:10 DEBUG: message ignored 2020-08-12 05:45:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:11.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 3961, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8dd92b64-9399-40b9-b06b-c1332ef1a932", "grossValue": 148438475, "homeNotional": 44.65614430665163, "foreignNotional": 16734.8900789177}, {"timestamp": "2020-08-12T02:45:11.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 293, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f30f83f4-2eb0-4e16-c1a6-ec8fb31261d4", "grossValue": 10980175, "homeNotional": 3.303269447576099, "foreignNotional": 1237.9002254791433}, {"timestamp": "2020-08-12T02:45:11.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 79, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "bdf7f8fc-321e-85b9-ab5f-4076bbafe7e8", "grossValue": 2960525, "homeNotional": 0.8906426155580609, "foreignNotional": 333.76832018038334}, {"timestamp": "2020-08-12T02:45:11.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 4251, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b62673b9-240d-8c43-e2fd-09dd3b26cbde", "grossValue": 159306225, "homeNotional": 47.925591882750844, "foreignNotional": 17960.11555806088}, {"timestamp": "2020-08-12T02:45:11.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b5af20d-f0f9-f055-c3d3-4e4795c3784f", "grossValue": 112425, "homeNotional": 0.033821871476888386, "foreignNotional": 12.674746335963924}]} 2020-08-12 05:45:11 DEBUG: message ignored 2020-08-12 05:45:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:11.041Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "f0ea6d54-c01d-892d-870c-d1ec5cdc68cb", "grossValue": 1086485, "homeNotional": 0.3269447576099211, "foreignNotional": 122.48985343855693}, {"timestamp": "2020-08-12T02:45:11.041Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "30083e73-86eb-2c97-1f40-0e0260c4050d", "grossValue": 749300, "homeNotional": 0.2254791431792559, "foreignNotional": 84.47576099210823}]} 2020-08-12 05:45:11 DEBUG: message ignored 2020-08-12 05:45:11 DEBUG: check clearing time needed clearing_process_timer=2591.756905 2020-08-12 05:45:11 DEBUG: check init order needed init_order_process_timer=2691.757582 2020-08-12 05:45:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:11.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "b9d158fa-1838-b934-1a51-193d8883ff3c", "grossValue": 1086340, "homeNotional": 0.3269447576099211, "foreignNotional": 122.47350620067644}]} 2020-08-12 05:45:11 DEBUG: message ignored 2020-08-12 05:45:12 DEBUG: check clearing time needed clearing_process_timer=2592.759019 2020-08-12 05:45:12 DEBUG: check init order needed init_order_process_timer=2692.759665 2020-08-12 05:45:13 DEBUG: check clearing time needed clearing_process_timer=2593.761107 2020-08-12 05:45:13 DEBUG: check init order needed init_order_process_timer=2693.761704 2020-08-12 05:45:14 DEBUG: check clearing time needed clearing_process_timer=2594.763218 2020-08-12 05:45:14 DEBUG: check init order needed init_order_process_timer=2694.763801 2020-08-12 05:45:15 DEBUG: check clearing time needed clearing_process_timer=2595.765346 2020-08-12 05:45:15 DEBUG: check init order needed init_order_process_timer=2695.76597 2020-08-12 05:45:16 DEBUG: check clearing time needed clearing_process_timer=2596.767497 2020-08-12 05:45:16 DEBUG: check init order needed init_order_process_timer=2696.767755 2020-08-12 05:45:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:17.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "7eb1b4e4-bc1d-0b6e-80e3-86d32a200960", "grossValue": 37455, "homeNotional": 0.011273957158962795, "foreignNotional": 4.222660653889515}]} 2020-08-12 05:45:17 DEBUG: message ignored 2020-08-12 05:45:17 DEBUG: check clearing time needed clearing_process_timer=2597.768925 2020-08-12 05:45:17 DEBUG: check init order needed init_order_process_timer=2697.769227 2020-08-12 05:45:18 DEBUG: check clearing time needed clearing_process_timer=2598.770415 2020-08-12 05:45:18 DEBUG: check init order needed init_order_process_timer=2698.770674 2020-08-12 05:45:19 DEBUG: check clearing time needed clearing_process_timer=2599.771856 2020-08-12 05:45:19 DEBUG: check init order needed init_order_process_timer=2699.772138 2020-08-12 05:45:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:20.608Z", "symbol": "ETHUSD", "side": "Buy", "size": 220, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "ad76e7dd-fe8b-a40c-f853-71ecf3337a91", "grossValue": 8241200, "homeNotional": 2.480270574971815, "foreignNotional": 929.109357384442}]} 2020-08-12 05:45:20 DEBUG: message ignored 2020-08-12 05:45:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:20.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 202, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "96075892-7b78-2088-854a-ad27a7c8bfe2", "grossValue": 7566920, "homeNotional": 2.2773393461104847, "foreignNotional": 853.0913190529876}]} 2020-08-12 05:45:20 DEBUG: message ignored 2020-08-12 05:45:20 DEBUG: check clearing time needed clearing_process_timer=2600.773315 2020-08-12 05:45:20 DEBUG: check init order needed init_order_process_timer=2700.77361 2020-08-12 05:45:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:21.285Z", "symbol": "ETHUSD", "side": "Buy", "size": 666, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f89bbfd7-df95-7502-86fa-b14b0917fc9c", "grossValue": 24948360, "homeNotional": 7.508455467869222, "foreignNotional": 2812.6674182638108}]} 2020-08-12 05:45:21 DEBUG: message ignored 2020-08-12 05:45:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:21.498Z", "symbol": "ETHUSD", "side": "Buy", "size": 631, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f6069c1-60aa-0b6f-7c98-9d288bbd0937", "grossValue": 23637260, "homeNotional": 7.113866967305524, "foreignNotional": 2664.8545659526494}]} 2020-08-12 05:45:21 DEBUG: message ignored 2020-08-12 05:45:21 DEBUG: check clearing time needed clearing_process_timer=2601.774819 2020-08-12 05:45:21 DEBUG: check init order needed init_order_process_timer=2701.775096 2020-08-12 05:45:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:22.435Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "635a7765-e96b-f5cb-a387-b9b09312eefe", "grossValue": 37460, "homeNotional": 0.011273957158962795, "foreignNotional": 4.223224351747463}]} 2020-08-12 05:45:22 DEBUG: message ignored 2020-08-12 05:45:22 DEBUG: check clearing time needed clearing_process_timer=2602.776263 2020-08-12 05:45:22 DEBUG: check init order needed init_order_process_timer=2702.776522 2020-08-12 05:45:23 DEBUG: check clearing time needed clearing_process_timer=2603.777708 2020-08-12 05:45:23 DEBUG: check init order needed init_order_process_timer=2703.777952 2020-08-12 05:45:24 DEBUG: check clearing time needed clearing_process_timer=2604.77914 2020-08-12 05:45:24 DEBUG: check init order needed init_order_process_timer=2704.779415 2020-08-12 05:45:25 DEBUG: check clearing time needed clearing_process_timer=2605.780581 2020-08-12 05:45:25 DEBUG: check init order needed init_order_process_timer=2705.78084 2020-08-12 05:45:26 DEBUG: check clearing time needed clearing_process_timer=2606.782036 2020-08-12 05:45:26 DEBUG: check init order needed init_order_process_timer=2706.782289 2020-08-12 05:45:27 DEBUG: check clearing time needed clearing_process_timer=2607.783451 2020-08-12 05:45:27 DEBUG: check init order needed init_order_process_timer=2707.783675 2020-08-12 05:45:28 DEBUG: check clearing time needed clearing_process_timer=2608.783896 2020-08-12 05:45:28 DEBUG: check init order needed init_order_process_timer=2708.784201 2020-08-12 05:45:29 DEBUG: check clearing time needed clearing_process_timer=2609.785398 2020-08-12 05:45:29 DEBUG: check init order needed init_order_process_timer=2709.785707 2020-08-12 05:45:30 DEBUG: check clearing time needed clearing_process_timer=2610.786883 2020-08-12 05:45:30 DEBUG: check init order needed init_order_process_timer=2710.787146 2020-08-12 05:45:31 DEBUG: check clearing time needed clearing_process_timer=2611.788336 2020-08-12 05:45:31 DEBUG: check init order needed init_order_process_timer=2711.788615 2020-08-12 05:45:32 DEBUG: check clearing time needed clearing_process_timer=2612.7898 2020-08-12 05:45:32 DEBUG: check init order needed init_order_process_timer=2712.790075 2020-08-12 05:45:33 DEBUG: check clearing time needed clearing_process_timer=2613.791276 2020-08-12 05:45:33 DEBUG: check init order needed init_order_process_timer=2713.791571 2020-08-12 05:45:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:34.423Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "92f0cda0-ce26-fca5-73b6-112f98809b3b", "grossValue": 299640, "homeNotional": 0.09017132551848513, "foreignNotional": 33.7736699729486}, {"timestamp": "2020-08-12T02:45:34.423Z", "symbol": "ETHUSD", "side": "Sell", "size": 192, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cf120bd-114c-bfb3-acad-0694a462db7b", "grossValue": 7191360, "homeNotional": 2.1641118124436427, "foreignNotional": 810.5680793507664}]} 2020-08-12 05:45:34 DEBUG: message ignored 2020-08-12 05:45:34 DEBUG: check clearing time needed clearing_process_timer=2614.792786 2020-08-12 05:45:34 DEBUG: check init order needed init_order_process_timer=2714.793118 2020-08-12 05:45:35 DEBUG: check clearing time needed clearing_process_timer=2615.794318 2020-08-12 05:45:35 DEBUG: check init order needed init_order_process_timer=2715.794603 2020-08-12 05:45:36 DEBUG: check clearing time needed clearing_process_timer=2616.795801 2020-08-12 05:45:36 DEBUG: check init order needed init_order_process_timer=2716.796106 2020-08-12 05:45:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:37.083Z", "symbol": "ETHUSD", "side": "Sell", "size": 388, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8520a474-32c1-0344-8e14-07d770753c48", "grossValue": 14532540, "homeNotional": 4.373309287646529, "foreignNotional": 1638.0229936880073}]} 2020-08-12 05:45:37 DEBUG: message ignored 2020-08-12 05:45:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:37.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 365, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "72b96903-e55d-4682-7f28-a2d07a7beefb", "grossValue": 13671075, "homeNotional": 4.114066726780884, "foreignNotional": 1540.92369251578}, {"timestamp": "2020-08-12T02:45:37.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 1062, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ffd4eaa-997f-1b48-5efb-25236b64da62", "grossValue": 39777210, "homeNotional": 11.9702434625789, "foreignNotional": 4483.454688908927}, {"timestamp": "2020-08-12T02:45:37.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 74, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ae83d3f-b41d-c877-1ac0-b4c4482c6531", "grossValue": 2771670, "homeNotional": 0.8340847610459874, "foreignNotional": 312.40644724977454}, {"timestamp": "2020-08-12T02:45:37.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "43bb6381-19e3-78dd-3e01-349fc0954209", "grossValue": 1086050, "homeNotional": 0.3268710550045086, "foreignNotional": 122.41321009918846}, {"timestamp": "2020-08-12T02:45:37.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "574ce145-51ce-823e-47b4-bdeadaf8c7ba", "grossValue": 74900, "homeNotional": 0.02254283137962128, "foreignNotional": 8.44229035166817}, {"timestamp": "2020-08-12T02:45:37.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 1634, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "a3910910-4959-0e0d-d004-ca4386793775", "grossValue": 61185130, "homeNotional": 18.417493237150588, "foreignNotional": 6896.430342651037}]} 2020-08-12 05:45:37 DEBUG: message ignored 2020-08-12 05:45:37 DEBUG: check clearing time needed clearing_process_timer=2617.797347 2020-08-12 05:45:37 DEBUG: check init order needed init_order_process_timer=2717.797638 2020-08-12 05:45:38 DEBUG: check clearing time needed clearing_process_timer=2618.798851 2020-08-12 05:45:38 DEBUG: check init order needed init_order_process_timer=2718.799111 2020-08-12 05:45:39 DEBUG: check clearing time needed clearing_process_timer=2619.800292 2020-08-12 05:45:39 DEBUG: check init order needed init_order_process_timer=2719.80056 2020-08-12 05:45:40 DEBUG: check clearing time needed clearing_process_timer=2620.801224 2020-08-12 05:45:40 DEBUG: check init order needed init_order_process_timer=2720.801549 2020-08-12 05:45:41 DEBUG: check clearing time needed clearing_process_timer=2621.80282 2020-08-12 05:45:41 DEBUG: check init order needed init_order_process_timer=2721.803083 2020-08-12 05:45:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:42.361Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "b0ff4762-e749-3b90-6a88-a38f6cb137eb", "grossValue": 1123500, "homeNotional": 0.3381424706943192, "foreignNotional": 126.63435527502254}]} 2020-08-12 05:45:42 DEBUG: message ignored 2020-08-12 05:45:42 DEBUG: check clearing time needed clearing_process_timer=2622.804287 2020-08-12 05:45:42 DEBUG: check init order needed init_order_process_timer=2722.804584 2020-08-12 05:45:43 DEBUG: check clearing time needed clearing_process_timer=2623.805777 2020-08-12 05:45:43 DEBUG: check init order needed init_order_process_timer=2723.806035 2020-08-12 05:45:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:44.160Z", "symbol": "ETHUSD", "side": "Buy", "size": 119, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffdbf2bd-55bf-4483-fc44-0a824dab2640", "grossValue": 4456550, "homeNotional": 1.3412984670874661, "foreignNotional": 502.3162759242561}]} 2020-08-12 05:45:44 DEBUG: message ignored 2020-08-12 05:45:44 DEBUG: check clearing time needed clearing_process_timer=2624.807219 2020-08-12 05:45:44 DEBUG: check init order needed init_order_process_timer=2724.807538 2020-08-12 05:45:45 DEBUG: check clearing time needed clearing_process_timer=2625.808802 2020-08-12 05:45:45 DEBUG: check init order needed init_order_process_timer=2725.809176 2020-08-12 05:45:46 DEBUG: check clearing time needed clearing_process_timer=2626.810378 2020-08-12 05:45:46 DEBUG: check init order needed init_order_process_timer=2726.810643 2020-08-12 05:45:47 DEBUG: check clearing time needed clearing_process_timer=2627.811861 2020-08-12 05:45:47 DEBUG: check init order needed init_order_process_timer=2727.812184 2020-08-12 05:45:48 DEBUG: check clearing time needed clearing_process_timer=2628.813444 2020-08-12 05:45:48 DEBUG: check init order needed init_order_process_timer=2728.813738 2020-08-12 05:45:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:49.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "b4a3fd33-168c-4328-d6f7-cf50591d9dab", "grossValue": 1085905, "homeNotional": 0.3268710550045086, "foreignNotional": 122.39686654643823}, {"timestamp": "2020-08-12T02:45:49.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2c5fae0-afaa-5847-0967-0142b1d7a8ca", "grossValue": 1872250, "homeNotional": 0.563570784490532, "foreignNotional": 211.0290802524797}, {"timestamp": "2020-08-12T02:45:49.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ce923c4-fde3-ac94-39ad-30296ef68e38", "grossValue": 786345, "homeNotional": 0.23669972948602344, "foreignNotional": 88.63221370604148}]} 2020-08-12 05:45:49 DEBUG: message ignored 2020-08-12 05:45:49 DEBUG: check clearing time needed clearing_process_timer=2629.81495 2020-08-12 05:45:49 DEBUG: check init order needed init_order_process_timer=2729.815218 2020-08-12 05:45:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:49.935Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "f86f0f4f-5de7-ca45-d0d9-736c8b308952", "grossValue": 37445, "homeNotional": 0.01127141568981064, "foreignNotional": 4.220581605049595}]} 2020-08-12 05:45:49 DEBUG: message ignored 2020-08-12 05:45:50 DEBUG: check clearing time needed clearing_process_timer=2630.816449 2020-08-12 05:45:50 DEBUG: check init order needed init_order_process_timer=2730.816795 2020-08-12 05:45:51 DEBUG: check clearing time needed clearing_process_timer=2631.818041 2020-08-12 05:45:51 DEBUG: check init order needed init_order_process_timer=2731.818334 2020-08-12 05:45:52 DEBUG: check clearing time needed clearing_process_timer=2632.819548 2020-08-12 05:45:52 DEBUG: check init order needed init_order_process_timer=2732.81984 2020-08-12 05:45:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:53.287Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "d2a50ddb-a365-4e5f-7b82-8f725a846aa2", "grossValue": 3745000, "homeNotional": 1.127141568981064, "foreignNotional": 422.1145175834085}]} 2020-08-12 05:45:53 DEBUG: message ignored 2020-08-12 05:45:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 227, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "383995bf-b14d-de8c-07bd-201386119727", "grossValue": 8500015, "homeNotional": 2.5586113615870154, "foreignNotional": 958.0720243462579}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 380, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb51b937-4016-3601-778a-95fe4cd5cb3b", "grossValue": 14229100, "homeNotional": 4.283137962128043, "foreignNotional": 1603.821009918846}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c795df45-c572-323a-b3e4-ec257589a06e", "grossValue": 1722470, "homeNotional": 0.5184851217312895, "foreignNotional": 194.14675383228135}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 278, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "60310475-c1d3-0b7d-dfff-85bbd8291600", "grossValue": 10409710, "homeNotional": 3.133453561767358, "foreignNotional": 1173.3216862037873}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 221, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c769ced2-ae83-8a56-6dd7-84953a44f5c3", "grossValue": 8275345, "homeNotional": 2.4909828674481513, "foreignNotional": 932.7485347159603}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 502, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b69d483-2d7c-7ec0-fb38-0b1e8b9219ef", "grossValue": 18797390, "homeNotional": 5.658250676284942, "foreignNotional": 2118.731965734896}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "16dd3332-1f43-cbcd-69b0-94b43fe9cac4", "grossValue": 1273130, "homeNotional": 0.38322813345356177, "foreignNotional": 143.4997745716862}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "234eb7bc-003d-11c6-7625-6d37a109707b", "grossValue": 4680625, "homeNotional": 1.40892696122633, "foreignNotional": 527.5727006311993}, {"timestamp": "2020-08-12T02:45:53.651Z", "symbol": "ETHUSD", "side": "Sell", "size": 187, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "9a1234c0-c5ee-f55a-ab80-e98a0439e03c", "grossValue": 7001280, "homeNotional": 2.10775473399459, "foreignNotional": 789.1433724075744}]} 2020-08-12 05:45:53 DEBUG: message ignored 2020-08-12 05:45:53 DEBUG: check clearing time needed clearing_process_timer=2633.821108 2020-08-12 05:45:53 DEBUG: check init order needed init_order_process_timer=2733.821407 2020-08-12 05:45:54 DEBUG: check clearing time needed clearing_process_timer=2634.822582 2020-08-12 05:45:54 DEBUG: check init order needed init_order_process_timer=2734.822857 2020-08-12 05:45:55 DEBUG: check clearing time needed clearing_process_timer=2635.824043 2020-08-12 05:45:55 DEBUG: check init order needed init_order_process_timer=2735.824302 2020-08-12 05:45:56 DEBUG: check clearing time needed clearing_process_timer=2636.825484 2020-08-12 05:45:56 DEBUG: check init order needed init_order_process_timer=2736.825844 2020-08-12 05:45:57 DEBUG: check clearing time needed clearing_process_timer=2637.827081 2020-08-12 05:45:57 DEBUG: check init order needed init_order_process_timer=2737.827338 2020-08-12 05:45:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:45:58.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b22f69e6-8aba-3ad6-3914-c3ff0c1bd30f", "grossValue": 486720, "homeNotional": 0.14652840396753833, "foreignNotional": 54.860234445446345}, {"timestamp": "2020-08-12T02:45:58.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ec1d2bd-cdc3-0f04-2773-3b85f7db7dd7", "grossValue": 37440, "homeNotional": 0.01127141568981064, "foreignNotional": 4.220018034265104}, {"timestamp": "2020-08-12T02:45:58.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0666cfd-6a3d-da2a-5d49-5fc2ee6b2341", "grossValue": 2583360, "homeNotional": 0.7777276825969341, "foreignNotional": 291.1812443642922}, {"timestamp": "2020-08-12T02:45:58.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "86e200d5-848b-be81-77ef-158f8185cdc8", "grossValue": 2283840, "homeNotional": 0.6875563570784491, "foreignNotional": 257.4211000901713}]} 2020-08-12 05:45:58 DEBUG: message ignored 2020-08-12 05:45:58 DEBUG: check clearing time needed clearing_process_timer=2638.828482 2020-08-12 05:45:58 DEBUG: check init order needed init_order_process_timer=2738.82876 2020-08-12 05:45:59 DEBUG: check clearing time needed clearing_process_timer=2639.829984 2020-08-12 05:45:59 DEBUG: check init order needed init_order_process_timer=2739.830343 2020-08-12 05:46:00 DEBUG: check clearing time needed clearing_process_timer=2640.831551 2020-08-12 05:46:00 DEBUG: check init order needed init_order_process_timer=2740.83185 2020-08-12 05:46:01 DEBUG: check clearing time needed clearing_process_timer=2641.836085 2020-08-12 05:46:01 DEBUG: check init order needed init_order_process_timer=2741.844582 2020-08-12 05:46:02 DEBUG: check clearing time needed clearing_process_timer=2642.845844 2020-08-12 05:46:02 DEBUG: check init order needed init_order_process_timer=2742.846127 2020-08-12 05:46:03 DEBUG: check clearing time needed clearing_process_timer=2643.847322 2020-08-12 05:46:03 DEBUG: check init order needed init_order_process_timer=2743.847596 2020-08-12 05:46:04 DEBUG: check clearing time needed clearing_process_timer=2644.848809 2020-08-12 05:46:04 DEBUG: check init order needed init_order_process_timer=2744.849683 2020-08-12 05:46:05 DEBUG: check clearing time needed clearing_process_timer=2645.850955 2020-08-12 05:46:05 DEBUG: check init order needed init_order_process_timer=2745.851215 2020-08-12 05:46:06 DEBUG: check clearing time needed clearing_process_timer=2646.852402 2020-08-12 05:46:06 DEBUG: check init order needed init_order_process_timer=2746.852666 2020-08-12 05:46:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:07.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0978dc17-6820-dc0b-78b1-b2aa664eb229", "grossValue": 1160640, "homeNotional": 0.3493745069311394, "foreignNotional": 130.80581539501858}, {"timestamp": "2020-08-12T02:46:07.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9e944c9a-e8ba-b120-5101-a34fa6c24c6c", "grossValue": 2583360, "homeNotional": 0.777640031556407, "foreignNotional": 291.1484278147188}]} 2020-08-12 05:46:07 DEBUG: message ignored 2020-08-12 05:46:07 DEBUG: check clearing time needed clearing_process_timer=2647.853842 2020-08-12 05:46:07 DEBUG: check init order needed init_order_process_timer=2747.854098 2020-08-12 05:46:08 DEBUG: check clearing time needed clearing_process_timer=2648.855284 2020-08-12 05:46:08 DEBUG: check init order needed init_order_process_timer=2748.85558 2020-08-12 05:46:09 DEBUG: check clearing time needed clearing_process_timer=2649.856738 2020-08-12 05:46:09 DEBUG: check init order needed init_order_process_timer=2749.856982 2020-08-12 05:46:10 DEBUG: check clearing time needed clearing_process_timer=2650.858225 2020-08-12 05:46:10 DEBUG: check init order needed init_order_process_timer=2750.858492 2020-08-12 05:46:11 DEBUG: check clearing time needed clearing_process_timer=2651.859723 2020-08-12 05:46:11 DEBUG: check init order needed init_order_process_timer=2751.859969 2020-08-12 05:46:12 DEBUG: check clearing time needed clearing_process_timer=2652.861138 2020-08-12 05:46:12 DEBUG: check init order needed init_order_process_timer=2752.86141 2020-08-12 05:46:13 DEBUG: check clearing time needed clearing_process_timer=2653.862579 2020-08-12 05:46:13 DEBUG: check init order needed init_order_process_timer=2753.86289 2020-08-12 05:46:14 DEBUG: check clearing time needed clearing_process_timer=2654.864098 2020-08-12 05:46:14 DEBUG: check init order needed init_order_process_timer=2754.86436 2020-08-12 05:46:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:15.301Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "18ab0f14-e819-f102-7eb7-2ad07dd2e202", "grossValue": 18722500, "homeNotional": 5.635072692437732, "foreignNotional": 2110.052969683309}, {"timestamp": "2020-08-12T02:46:15.301Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "75271fc4-608c-57e2-d628-50346e6d7ef4", "grossValue": 374450, "homeNotional": 0.11270145384875464, "foreignNotional": 42.20105939366618}, {"timestamp": "2020-08-12T02:46:15.301Z", "symbol": "ETHUSD", "side": "Buy", "size": 90, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "97513045-3ee7-9bea-c84d-9a90033e8173", "grossValue": 3370050, "homeNotional": 1.0143130846387918, "foreignNotional": 379.8095345429956}]} 2020-08-12 05:46:15 DEBUG: message ignored 2020-08-12 05:46:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:15.768Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "dee238af-14c8-2560-8f3c-04a2a43de0e9", "grossValue": 11233500, "homeNotional": 3.3810436154626395, "foreignNotional": 1266.0317818099854}]} 2020-08-12 05:46:15 DEBUG: message ignored 2020-08-12 05:46:15 DEBUG: check clearing time needed clearing_process_timer=2655.865149 2020-08-12 05:46:15 DEBUG: check init order needed init_order_process_timer=2755.865419 2020-08-12 05:46:16 DEBUG: check clearing time needed clearing_process_timer=2656.866593 2020-08-12 05:46:16 DEBUG: check init order needed init_order_process_timer=2756.866897 2020-08-12 05:46:17 DEBUG: check clearing time needed clearing_process_timer=2657.868065 2020-08-12 05:46:17 DEBUG: check init order needed init_order_process_timer=2757.868385 2020-08-12 05:46:18 DEBUG: check clearing time needed clearing_process_timer=2658.869662 2020-08-12 05:46:18 DEBUG: check init order needed init_order_process_timer=2758.86994 2020-08-12 05:46:19 DEBUG: check clearing time needed clearing_process_timer=2659.871133 2020-08-12 05:46:19 DEBUG: check init order needed init_order_process_timer=2759.871393 2020-08-12 05:46:20 DEBUG: check clearing time needed clearing_process_timer=2660.872572 2020-08-12 05:46:20 DEBUG: check init order needed init_order_process_timer=2760.872898 2020-08-12 05:46:21 DEBUG: check clearing time needed clearing_process_timer=2661.874199 2020-08-12 05:46:21 DEBUG: check init order needed init_order_process_timer=2761.874465 2020-08-12 05:46:22 DEBUG: check clearing time needed clearing_process_timer=2662.875655 2020-08-12 05:46:22 DEBUG: check init order needed init_order_process_timer=2762.875961 2020-08-12 05:46:23 DEBUG: check clearing time needed clearing_process_timer=2663.8772 2020-08-12 05:46:23 DEBUG: check init order needed init_order_process_timer=2763.877465 2020-08-12 05:46:24 DEBUG: check clearing time needed clearing_process_timer=2664.878667 2020-08-12 05:46:24 DEBUG: check init order needed init_order_process_timer=2764.878946 2020-08-12 05:46:25 DEBUG: check clearing time needed clearing_process_timer=2665.880132 2020-08-12 05:46:25 DEBUG: check init order needed init_order_process_timer=2765.880392 2020-08-12 05:46:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:25.936Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "ecf08c39-07db-0d8d-5b9e-cb4a989ad42c", "grossValue": 37440, "homeNotional": 0.011270145384875465, "foreignNotional": 4.2195424320973745}]} 2020-08-12 05:46:26 DEBUG: message ignored 2020-08-12 05:46:26 DEBUG: check clearing time needed clearing_process_timer=2666.881573 2020-08-12 05:46:26 DEBUG: check init order needed init_order_process_timer=2766.881891 2020-08-12 05:46:27 DEBUG: check clearing time needed clearing_process_timer=2667.883082 2020-08-12 05:46:27 DEBUG: check init order needed init_order_process_timer=2767.883389 2020-08-12 05:46:28 DEBUG: check clearing time needed clearing_process_timer=2668.884619 2020-08-12 05:46:28 DEBUG: check init order needed init_order_process_timer=2768.884902 2020-08-12 05:46:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b46ecf6-4ab7-f855-7b96-024ec7da514f", "grossValue": 2021760, "homeNotional": 0.6085878507832752, "foreignNotional": 227.8552913332582}, {"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "84f13a44-56cd-88c8-35f1-44e6f5160223", "grossValue": 1834560, "homeNotional": 0.5522371238588978, "foreignNotional": 206.75757917277133}, {"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d06cb7fd-4ee7-ce13-42ba-9d8e278091d9", "grossValue": 4680000, "homeNotional": 1.408768173109433, "foreignNotional": 527.4428040121718}, {"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "58e9eb1c-b21e-1e87-b783-9e5b9e3b06c0", "grossValue": 1834560, "homeNotional": 0.5522371238588978, "foreignNotional": 206.75757917277133}, {"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 88, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "8df92456-6f9a-1601-3ae1-9e028a686bf3", "grossValue": 3294720, "homeNotional": 0.9917727938690409, "foreignNotional": 371.3197340245689}, {"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 105, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "fca45c08-7693-0cb7-3086-a3d880371cf2", "grossValue": 3931200, "homeNotional": 1.1833652654119238, "foreignNotional": 443.0519553702243}, {"timestamp": "2020-08-12T02:46:29.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "db7cb087-aef5-c32f-aa7c-86939ab4e7fc", "grossValue": 786135, "homeNotional": 0.23667305308238476, "foreignNotional": 88.59855742139074}]} 2020-08-12 05:46:29 DEBUG: message ignored 2020-08-12 05:46:29 DEBUG: check clearing time needed clearing_process_timer=2669.886623 2020-08-12 05:46:29 DEBUG: check init order needed init_order_process_timer=2769.88692 2020-08-12 05:46:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:30.148Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "90ded318-04f8-213a-60d6-8a751e8264f6", "grossValue": 7488000, "homeNotional": 2.254029076975093, "foreignNotional": 843.9084864194748}]} 2020-08-12 05:46:30 DEBUG: message ignored 2020-08-12 05:46:30 DEBUG: check clearing time needed clearing_process_timer=2670.888115 2020-08-12 05:46:30 DEBUG: check init order needed init_order_process_timer=2770.88841 2020-08-12 05:46:31 DEBUG: check clearing time needed clearing_process_timer=2671.88961 2020-08-12 05:46:31 DEBUG: check init order needed init_order_process_timer=2771.889889 2020-08-12 05:46:32 DEBUG: check clearing time needed clearing_process_timer=2672.89108 2020-08-12 05:46:32 DEBUG: check init order needed init_order_process_timer=2772.891333 2020-08-12 05:46:33 DEBUG: check clearing time needed clearing_process_timer=2673.892504 2020-08-12 05:46:33 DEBUG: check init order needed init_order_process_timer=2773.892763 2020-08-12 05:46:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:34.762Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "e377009a-6faf-74b2-9d4d-73c83f5fd54b", "grossValue": 18720000, "homeNotional": 5.635072692437732, "foreignNotional": 2109.771216048687}, {"timestamp": "2020-08-12T02:46:34.762Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0113705b-7950-b7ab-0841-a3919a98b8cc", "grossValue": 37440000, "homeNotional": 11.270145384875464, "foreignNotional": 4219.542432097374}, {"timestamp": "2020-08-12T02:46:34.762Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "fcdd9fc9-a970-b295-c8a7-bef7713d5fd1", "grossValue": 18720000, "homeNotional": 5.635072692437732, "foreignNotional": 2109.771216048687}, {"timestamp": "2020-08-12T02:46:34.762Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6547b7db-70fe-2a84-9b36-2b5152b831c5", "grossValue": 18720000, "homeNotional": 5.635072692437732, "foreignNotional": 2109.771216048687}]} 2020-08-12 05:46:34 DEBUG: message ignored 2020-08-12 05:46:34 DEBUG: check clearing time needed clearing_process_timer=2674.893954 2020-08-12 05:46:34 DEBUG: check init order needed init_order_process_timer=2774.894394 2020-08-12 05:46:35 DEBUG: check clearing time needed clearing_process_timer=2675.895582 2020-08-12 05:46:35 DEBUG: check init order needed init_order_process_timer=2775.895876 2020-08-12 05:46:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:35.969Z", "symbol": "ETHUSD", "side": "Buy", "size": 1950, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "035df88b-b00c-222f-8c30-e7c33c775564", "grossValue": 73017750, "homeNotional": 21.976783500507157, "foreignNotional": 8229.206581764905}, {"timestamp": "2020-08-12T02:46:35.969Z", "symbol": "ETHUSD", "side": "Buy", "size": 711, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "15b85f65-4f65-903c-3f75-3f1083f9013c", "grossValue": 26623395, "homeNotional": 8.013073368646456, "foreignNotional": 3000.495322889665}]} 2020-08-12 05:46:36 DEBUG: message ignored 2020-08-12 05:46:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:36.334Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "062ae1a1-d8f2-0014-0aff-518fd2b18163", "grossValue": 18725000, "homeNotional": 5.635072692437732, "foreignNotional": 2110.3347233179306}, {"timestamp": "2020-08-12T02:46:36.334Z", "symbol": "ETHUSD", "side": "Buy", "size": 473, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac43c1b0-975e-4a47-c6eb-0f41daeb5e47", "grossValue": 17713850, "homeNotional": 5.330778767046095, "foreignNotional": 1996.3766482587625}, {"timestamp": "2020-08-12T02:46:36.334Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "e190414a-170d-eb2c-fb88-46c608740ccc", "grossValue": 37450000, "homeNotional": 11.270145384875464, "foreignNotional": 4220.669446635861}]} 2020-08-12 05:46:36 DEBUG: message ignored 2020-08-12 05:46:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:36.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 1421, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "d5835394-957e-a2e0-c570-1d96543e9c60", "grossValue": 53223555, "homeNotional": 16.014876591908035, "foreignNotional": 5998.372027499155}, {"timestamp": "2020-08-12T02:46:36.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3991aab4-ee08-39f0-4306-4afd6449dc0a", "grossValue": 280912500, "homeNotional": 84.52609038656598, "foreignNotional": 31659.24715428829}, {"timestamp": "2020-08-12T02:46:36.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8481ec3-a8b1-6eed-8a88-2eb0eb97cda8", "grossValue": 93637500, "homeNotional": 28.175363462188663, "foreignNotional": 10553.082384762763}, {"timestamp": "2020-08-12T02:46:36.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 711, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0e077ef-b914-0787-984d-f4d831d53f88", "grossValue": 26630505, "homeNotional": 8.013073368646456, "foreignNotional": 3001.29663022653}]} 2020-08-12 05:46:36 DEBUG: message ignored 2020-08-12 05:46:36 DEBUG: check clearing time needed clearing_process_timer=2676.897044 2020-08-12 05:46:36 DEBUG: check init order needed init_order_process_timer=2776.897362 2020-08-12 05:46:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:37.020Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "605da6c6-4aa5-9345-c5fc-5aa9f508293d", "grossValue": 1123800, "homeNotional": 0.33810436154626394, "foreignNotional": 126.65389383523048}, {"timestamp": "2020-08-12T02:46:37.020Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd0f5985-862f-01e4-4482-a15f4d5aa749", "grossValue": 280950000, "homeNotional": 84.52609038656598, "foreignNotional": 31663.473458807617}]} 2020-08-12 05:46:37 DEBUG: message ignored 2020-08-12 05:46:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:37.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "fa2f279c-0867-db5d-ad6f-e9065c50831a", "grossValue": 1123950, "homeNotional": 0.33810436154626394, "foreignNotional": 126.67079905330779}, {"timestamp": "2020-08-12T02:46:37.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6c63a193-d2af-fd2b-ee78-0caeaa0ebc3b", "grossValue": 56197500, "homeNotional": 16.905218077313197, "foreignNotional": 6333.539952665389}, {"timestamp": "2020-08-12T02:46:37.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "57324aa2-3789-0c52-03f9-78c29fc88071", "grossValue": 56197500, "homeNotional": 16.905218077313197, "foreignNotional": 6333.539952665389}, {"timestamp": "2020-08-12T02:46:37.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 710, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "147033fb-5ab5-f1f7-e866-8ccf4fca496c", "grossValue": 26600150, "homeNotional": 8.00180322326158, "foreignNotional": 2997.8755775949508}]} 2020-08-12 05:46:37 DEBUG: message ignored 2020-08-12 05:46:37 DEBUG: check clearing time needed clearing_process_timer=2677.898546 2020-08-12 05:46:37 DEBUG: check init order needed init_order_process_timer=2777.898825 2020-08-12 05:46:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:38.493Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "9504af67-bc58-7877-0224-b5baffe4a1a7", "grossValue": 56205000, "homeNotional": 16.905218077313197, "foreignNotional": 6334.385213569255}]} 2020-08-12 05:46:38 DEBUG: message ignored 2020-08-12 05:46:38 DEBUG: check clearing time needed clearing_process_timer=2678.899994 2020-08-12 05:46:38 DEBUG: check init order needed init_order_process_timer=2778.90028 2020-08-12 05:46:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:39.334Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "0b0245b7-04d5-757d-cfa9-5fac31e5bc69", "grossValue": 1124250, "homeNotional": 0.33810436154626394, "foreignNotional": 126.70460948946241}, {"timestamp": "2020-08-12T02:46:39.334Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f333587f-e3ec-bdf6-3427-5acb50b91993", "grossValue": 1873750, "homeNotional": 0.5635072692437733, "foreignNotional": 211.17434914910402}]} 2020-08-12 05:46:39 DEBUG: message ignored 2020-08-12 05:46:39 DEBUG: check clearing time needed clearing_process_timer=2679.901492 2020-08-12 05:46:39 DEBUG: check init order needed init_order_process_timer=2779.901814 2020-08-12 05:46:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:40.192Z", "symbol": "ETHUSD", "side": "Buy", "size": 2640, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "daf3beb5-cc0d-63b6-ba5a-20e5ea390261", "grossValue": 98947200, "homeNotional": 29.75318381607123, "foreignNotional": 11151.493294263497}, {"timestamp": "2020-08-12T02:46:40.192Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b2e126b-5875-1b41-25c8-7920cac95b86", "grossValue": 1124400, "homeNotional": 0.33810436154626394, "foreignNotional": 126.72151470753973}, {"timestamp": "2020-08-12T02:46:40.192Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1882a45d-ec6e-0ef4-7b55-902ee776bca2", "grossValue": 7496000, "homeNotional": 2.254029076975093, "foreignNotional": 844.8100980502649}]} 2020-08-12 05:46:40 DEBUG: message ignored 2020-08-12 05:46:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:40.691Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "49debe2f-b0a9-9cf4-0d64-ea2eab00f667", "grossValue": 449700, "homeNotional": 0.13524174461850558, "foreignNotional": 50.681843795784964}]} 2020-08-12 05:46:40 DEBUG: message ignored 2020-08-12 05:46:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:40.707Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "62be991e-f961-94d3-1ae8-f61808bf4014", "grossValue": 487175, "homeNotional": 0.14651189000338105, "foreignNotional": 54.905330778767045}]} 2020-08-12 05:46:40 DEBUG: message ignored 2020-08-12 05:46:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:40.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 315, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "514f37b1-c133-cb27-1908-3be6076ca5b4", "grossValue": 11806200, "homeNotional": 3.5500957962357713, "foreignNotional": 1330.5759044291672}]} 2020-08-12 05:46:40 DEBUG: message ignored 2020-08-12 05:46:40 DEBUG: check clearing time needed clearing_process_timer=2680.903 2020-08-12 05:46:40 DEBUG: check init order needed init_order_process_timer=2780.903296 2020-08-12 05:46:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:41.400Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "0c0fa752-4633-06ec-022e-155db5fac182", "grossValue": 187425, "homeNotional": 0.05635072692437732, "foreignNotional": 21.12306998760284}, {"timestamp": "2020-08-12T02:46:41.400Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "32e3ab65-7bf0-e52c-d606-4773ede87251", "grossValue": 18742500, "homeNotional": 5.635072692437732, "foreignNotional": 2112.306998760284}]} 2020-08-12 05:46:41 DEBUG: message ignored 2020-08-12 05:46:41 DEBUG: check clearing time needed clearing_process_timer=2681.904491 2020-08-12 05:46:41 DEBUG: check init order needed init_order_process_timer=2781.904785 2020-08-12 05:46:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:41.900Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "a4744bcd-1759-d9de-3941-cfea48109c3c", "grossValue": 1124700, "homeNotional": 0.33810436154626394, "foreignNotional": 126.75532514369435}, {"timestamp": "2020-08-12T02:46:41.900Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ad87120-98a1-8a00-f04a-e7ea62370c49", "grossValue": 37490, "homeNotional": 0.011270145384875465, "foreignNotional": 4.225177504789812}]} 2020-08-12 05:46:41 DEBUG: message ignored 2020-08-12 05:46:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "45790c06-d9d1-405c-1e0b-a9d903e75a8a", "grossValue": 1124850, "homeNotional": 0.33810436154626394, "foreignNotional": 126.77223036177166}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd05b2d9-834c-0db8-95bc-224893c1c51d", "grossValue": 37495000, "homeNotional": 11.270145384875464, "foreignNotional": 4225.741012059056}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 197, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "bbe37e2e-9a81-7902-acda-db2d58813800", "grossValue": 7386515, "homeNotional": 2.2202186408204665, "foreignNotional": 832.470979375634}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "8fb7d6b0-369a-e5e7-4a27-ad507badc5e9", "grossValue": 37500, "homeNotional": 0.011270145384875465, "foreignNotional": 4.226304519328299}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "3ae34fdf-c50d-458b-f969-456d9837ddef", "grossValue": 1650000, "homeNotional": 0.49588639693452047, "foreignNotional": 185.95739885044517}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "9b0c48ef-b561-d62b-060a-c1e1b6e0e340", "grossValue": 3750000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.63045193282994}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0ff74cc-b7df-2e40-6539-33a602cb1fff", "grossValue": 3750000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.63045193282994}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "630c7771-b228-b909-0767-e34c5d27973e", "grossValue": 3750000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.63045193282994}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cd74ec7-8f7f-4cc2-d631-99e1e9395b05", "grossValue": 3750000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.63045193282994}, {"timestamp": "2020-08-12T02:46:42.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 184, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "80dc96e1-e7f7-8be9-bfde-4379c61939f0", "grossValue": 6900000, "homeNotional": 2.0737067508170854, "foreignNotional": 777.640031556407}]} 2020-08-12 05:46:42 DEBUG: message ignored 2020-08-12 05:46:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:42.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "5389bf03-2ed6-b772-17a8-2cff030cc1a9", "grossValue": 1125150, "homeNotional": 0.33810436154626394, "foreignNotional": 126.80604079792629}, {"timestamp": "2020-08-12T02:46:42.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "1bc11ac0-bcbd-6cca-c9e7-a932ec988149", "grossValue": 3750500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.68680265975433}, {"timestamp": "2020-08-12T02:46:42.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "69917dd2-d050-bbce-f048-6f713281256b", "grossValue": 3750500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.68680265975433}, {"timestamp": "2020-08-12T02:46:42.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a81f2a02-fcf7-abbf-716f-5bce6cfd713f", "grossValue": 3750500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.68680265975433}, {"timestamp": "2020-08-12T02:46:42.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "5bd8c109-0ac4-f3b3-8c3a-2b8498c925cb", "grossValue": 3750500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.68680265975433}, {"timestamp": "2020-08-12T02:46:42.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 2255, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "949fbb6c-9e8d-4b3b-34a1-19bf25bfb392", "grossValue": 84573775, "homeNotional": 25.414177842894173, "foreignNotional": 9531.58739997746}]} 2020-08-12 05:46:42 DEBUG: message ignored 2020-08-12 05:46:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "0697dc30-9b07-8bcd-ebeb-929986fdd490", "grossValue": 1125300, "homeNotional": 0.33810436154626394, "foreignNotional": 126.82294601600361}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab1e95fd-129d-cf23-0c0a-f3aee496de85", "grossValue": 375100, "homeNotional": 0.11270145384875464, "foreignNotional": 42.27431533866787}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "0282be2a-1156-72b3-05af-ded133274759", "grossValue": 262570, "homeNotional": 0.07889101769412825, "foreignNotional": 29.592020737067507}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "02628204-6437-af2b-2bc2-525da67e467f", "grossValue": 112530, "homeNotional": 0.033810436154626394, "foreignNotional": 12.682294601600361}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "342d5ac8-097b-b514-3af5-42bfea9fc09d", "grossValue": 8064650, "homeNotional": 2.423081257748225, "foreignNotional": 908.8977797813592}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a38a31f-0c2e-d802-43bb-71bc95e3f3db", "grossValue": 3751000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.74315338667867}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "fe0ff750-e2b1-62a1-0467-de7e1b7a1744", "grossValue": 3751000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.74315338667867}, {"timestamp": "2020-08-12T02:46:42.812Z", "symbol": "ETHUSD", "side": "Buy", "size": 286, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "bba60025-f95d-6953-9ba1-f05a3ffc7d7b", "grossValue": 10727860, "homeNotional": 3.223261580074383, "foreignNotional": 1209.045418685901}]} 2020-08-12 05:46:42 DEBUG: message ignored 2020-08-12 05:46:42 DEBUG: check clearing time needed clearing_process_timer=2682.905155 2020-08-12 05:46:42 DEBUG: check init order needed init_order_process_timer=2782.905492 2020-08-12 05:46:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:43.143Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b53e073-acd6-62e5-ad34-8f7606ff0c92", "grossValue": 7502000, "homeNotional": 2.254029076975093, "foreignNotional": 845.4863067733573}]} 2020-08-12 05:46:43 DEBUG: message ignored 2020-08-12 05:46:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:43.388Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "6a341ce7-bd7a-07c9-7517-3de646746b30", "grossValue": 450060, "homeNotional": 0.13524174461850558, "foreignNotional": 50.72241631917052}]} 2020-08-12 05:46:43 DEBUG: message ignored 2020-08-12 05:46:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:43.420Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "70dce208-0bba-573d-fb61-b21d89739c70", "grossValue": 375050, "homeNotional": 0.11270145384875464, "foreignNotional": 42.26868026597543}]} 2020-08-12 05:46:43 DEBUG: message ignored 2020-08-12 05:46:43 DEBUG: check clearing time needed clearing_process_timer=2683.90677 2020-08-12 05:46:43 DEBUG: check init order needed init_order_process_timer=2783.90713 2020-08-12 05:46:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:44.878Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "3d766e0b-faaf-18b1-997a-4a29255640f3", "grossValue": 1612930, "homeNotional": 0.484616251549645, "foreignNotional": 181.77955595627185}]} 2020-08-12 05:46:44 DEBUG: message ignored 2020-08-12 05:46:44 DEBUG: check clearing time needed clearing_process_timer=2684.908379 2020-08-12 05:46:44 DEBUG: check init order needed init_order_process_timer=2784.908627 2020-08-12 05:46:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:44.907Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "e3108d0f-8a5f-b2fc-c39b-c7cd2d192ae5", "grossValue": 450060, "homeNotional": 0.13524174461850558, "foreignNotional": 50.72241631917052}]} 2020-08-12 05:46:44 DEBUG: message ignored 2020-08-12 05:46:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:44.910Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "91f18693-d248-51ec-f96f-70d0d0273e03", "grossValue": 412555, "homeNotional": 0.12397159923363012, "foreignNotional": 46.49554829257298}]} 2020-08-12 05:46:44 DEBUG: message ignored 2020-08-12 05:46:45 DEBUG: check clearing time needed clearing_process_timer=2685.909875 2020-08-12 05:46:45 DEBUG: check init order needed init_order_process_timer=2785.910167 2020-08-12 05:46:46 DEBUG: check clearing time needed clearing_process_timer=2686.911352 2020-08-12 05:46:46 DEBUG: check init order needed init_order_process_timer=2786.911614 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.153Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "b2fd6c4b-5134-273f-fec4-8b01be11a3f5", "grossValue": 9378750, "homeNotional": 2.817536346218866, "foreignNotional": 1056.9987602840076}, {"timestamp": "2020-08-12T02:46:47.153Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "7bb5b970-4f5d-71d6-88f4-efc320b4fe45", "grossValue": 3751500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.79950411360306}, {"timestamp": "2020-08-12T02:46:47.153Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "294db503-4984-b97c-0162-f839a50a138d", "grossValue": 3751500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.79950411360306}, {"timestamp": "2020-08-12T02:46:47.153Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b8c7ead-5c8b-4258-55db-f0b4d6ee3968", "grossValue": 1875750, "homeNotional": 0.5635072692437733, "foreignNotional": 211.39975205680153}, {"timestamp": "2020-08-12T02:46:47.153Z", "symbol": "ETHUSD", "side": "Buy", "size": 213, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d637235-a928-8d46-0906-fb5dfb63bfe3", "grossValue": 7990695, "homeNotional": 2.400540966978474, "foreignNotional": 900.5629437619746}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.183Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "fc9e912d-3fb8-097c-5af9-6509baba65f0", "grossValue": 412610, "homeNotional": 0.12397159923363012, "foreignNotional": 46.50174687253465}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.187Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2100b5d3-3b14-32ab-7974-eece5e813020", "grossValue": 450120, "homeNotional": 0.13524174461850558, "foreignNotional": 50.729178406401445}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "937d0bcb-6981-eff3-4d49-90ef9b19aacb", "grossValue": 187575, "homeNotional": 0.05635072692437732, "foreignNotional": 21.13997520568015}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.206Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e691376-0278-ab6a-a229-be32966f1aec", "grossValue": 4014105, "homeNotional": 1.2059055561816747, "foreignNotional": 452.39546940155526}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.300Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "59ae7641-c5f0-9c5a-724b-e90ec101ae60", "grossValue": 187600, "homeNotional": 0.05635072692437732, "foreignNotional": 21.142792742026373}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:47.339Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "3e29dd37-e9fa-594d-232a-04e9da0145fe", "grossValue": 450180, "homeNotional": 0.13524174461850558, "foreignNotional": 50.73594049363237}]} 2020-08-12 05:46:47 DEBUG: message ignored 2020-08-12 05:46:47 DEBUG: check clearing time needed clearing_process_timer=2687.912791 2020-08-12 05:46:47 DEBUG: check init order needed init_order_process_timer=2787.913096 2020-08-12 05:46:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "0384755e-f949-02b3-1258-1ac1f185a438", "grossValue": 938000, "homeNotional": 0.28175363462188663, "foreignNotional": 105.71396371013186}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "80d932e8-c91c-757c-8d30-f85ef8c1edb9", "grossValue": 37520000, "homeNotional": 11.270145384875464, "foreignNotional": 4228.558548405274}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "d57ac7c7-d6d5-8049-9c78-32967b93f8e3", "grossValue": 7504000, "homeNotional": 2.254029076975093, "foreignNotional": 845.7117096810549}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "90d97155-8185-f21b-113a-75c6fbefc045", "grossValue": 300160, "homeNotional": 0.09016116307900372, "foreignNotional": 33.8284683872422}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 253, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "62b0b30b-892c-c4a3-4291-fd71db7c266d", "grossValue": 9492560, "homeNotional": 2.8513467823734926, "foreignNotional": 1069.8253127465343}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "550ee364-dbda-ad4e-5f4a-decdcc736f7c", "grossValue": 1125750, "homeNotional": 0.33810436154626394, "foreignNotional": 126.87366167023555}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d0ca8ed-de3b-1940-b86c-51e0f15961b5", "grossValue": 187625, "homeNotional": 0.05635072692437732, "foreignNotional": 21.14561027837259}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c1f5273-74de-f3d2-cf44-b876c95777a8", "grossValue": 3752500, "homeNotional": 1.1270145384875465, "foreignNotional": 422.9122055674518}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b677c74b-fc44-a763-a197-3efa427ba4bb", "grossValue": 11257500, "homeNotional": 3.3810436154626395, "foreignNotional": 1268.7366167023554}, {"timestamp": "2020-08-12T02:46:48.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 4223, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "45ba6dc3-6a35-8ee1-49e0-7bd17b1baf9a", "grossValue": 158468075, "homeNotional": 47.59382396032909, "foreignNotional": 17859.58244111349}]} 2020-08-12 05:46:48 DEBUG: message ignored 2020-08-12 05:46:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:48.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "7171140f-ef97-a0f9-d8f3-216b3a6d590d", "grossValue": 75050000, "homeNotional": 22.54029076975093, "foreignNotional": 8458.244111349037}]} 2020-08-12 05:46:48 DEBUG: message ignored 2020-08-12 05:46:48 DEBUG: check clearing time needed clearing_process_timer=2688.914307 2020-08-12 05:46:48 DEBUG: check init order needed init_order_process_timer=2788.91462 2020-08-12 05:46:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:49.170Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "3a3e0a20-9e60-2f46-7776-5a4bb9a981af", "grossValue": 1650880, "homeNotional": 0.49588639693452047, "foreignNotional": 186.05657612983208}]} 2020-08-12 05:46:49 DEBUG: message ignored 2020-08-12 05:46:49 DEBUG: check clearing time needed clearing_process_timer=2689.915817 2020-08-12 05:46:49 DEBUG: check init order needed init_order_process_timer=2789.916139 2020-08-12 05:46:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:50.040Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "7d179713-6eb5-bc69-d3cc-2929c4e5762d", "grossValue": 37525, "homeNotional": 0.011270145384875465, "foreignNotional": 4.229122055674519}]} 2020-08-12 05:46:50 DEBUG: message ignored 2020-08-12 05:46:50 DEBUG: check clearing time needed clearing_process_timer=2690.917355 2020-08-12 05:46:50 DEBUG: check init order needed init_order_process_timer=2790.917674 2020-08-12 05:46:51 DEBUG: check clearing time needed clearing_process_timer=2691.918854 2020-08-12 05:46:51 DEBUG: check init order needed init_order_process_timer=2791.919152 2020-08-12 05:46:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:46:52.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "82ab21be-6757-33ae-4ba9-2b8e7181e7e1", "grossValue": 37525000, "homeNotional": 11.270145384875464, "foreignNotional": 4229.122055674518}]} 2020-08-12 05:46:52 DEBUG: message ignored 2020-08-12 05:46:52 DEBUG: check clearing time needed clearing_process_timer=2692.920381 2020-08-12 05:46:52 DEBUG: check init order needed init_order_process_timer=2792.920622 2020-08-12 05:46:53 DEBUG: check clearing time needed clearing_process_timer=2693.921673 2020-08-12 05:46:53 DEBUG: check init order needed init_order_process_timer=2793.921953 2020-08-12 05:46:54 DEBUG: check clearing time needed clearing_process_timer=2694.923165 2020-08-12 05:46:54 DEBUG: check init order needed init_order_process_timer=2794.923441 2020-08-12 05:46:55 DEBUG: check clearing time needed clearing_process_timer=2695.924606 2020-08-12 05:46:55 DEBUG: check init order needed init_order_process_timer=2795.924852 2020-08-12 05:46:56 DEBUG: check clearing time needed clearing_process_timer=2696.926049 2020-08-12 05:46:56 DEBUG: check init order needed init_order_process_timer=2796.92634 2020-08-12 05:46:57 DEBUG: check clearing time needed clearing_process_timer=2697.927525 2020-08-12 05:46:57 DEBUG: check init order needed init_order_process_timer=2797.927773 2020-08-12 05:46:58 DEBUG: check clearing time needed clearing_process_timer=2698.92895 2020-08-12 05:46:58 DEBUG: check init order needed init_order_process_timer=2798.929247 2020-08-12 05:46:59 DEBUG: check clearing time needed clearing_process_timer=2699.930443 2020-08-12 05:46:59 DEBUG: check init order needed init_order_process_timer=2799.93074 2020-08-12 05:47:00 DEBUG: check clearing time needed clearing_process_timer=2700.931945 2020-08-12 05:47:00 DEBUG: check init order needed init_order_process_timer=2800.932401 2020-08-12 05:47:01 DEBUG: check clearing time needed clearing_process_timer=2701.933639 2020-08-12 05:47:01 DEBUG: check init order needed init_order_process_timer=2801.934572 2020-08-12 05:47:02 DEBUG: check clearing time needed clearing_process_timer=2702.935797 2020-08-12 05:47:02 DEBUG: check init order needed init_order_process_timer=2802.936092 2020-08-12 05:47:03 DEBUG: check clearing time needed clearing_process_timer=2703.937295 2020-08-12 05:47:03 DEBUG: check init order needed init_order_process_timer=2803.937615 2020-08-12 05:47:04 DEBUG: check clearing time needed clearing_process_timer=2704.93884 2020-08-12 05:47:04 DEBUG: check init order needed init_order_process_timer=2804.939116 2020-08-12 05:47:05 DEBUG: check clearing time needed clearing_process_timer=2705.940332 2020-08-12 05:47:05 DEBUG: check init order needed init_order_process_timer=2805.940608 2020-08-12 05:47:06 DEBUG: check clearing time needed clearing_process_timer=2706.941782 2020-08-12 05:47:06 DEBUG: check init order needed init_order_process_timer=2806.942055 2020-08-12 05:47:07 DEBUG: check clearing time needed clearing_process_timer=2707.943273 2020-08-12 05:47:07 DEBUG: check init order needed init_order_process_timer=2807.943535 2020-08-12 05:47:08 DEBUG: check clearing time needed clearing_process_timer=2708.944737 2020-08-12 05:47:08 DEBUG: check init order needed init_order_process_timer=2808.945067 2020-08-12 05:47:09 DEBUG: check clearing time needed clearing_process_timer=2709.946705 2020-08-12 05:47:09 DEBUG: check init order needed init_order_process_timer=2809.947013 2020-08-12 05:47:10 DEBUG: check clearing time needed clearing_process_timer=2710.948464 2020-08-12 05:47:10 DEBUG: check init order needed init_order_process_timer=2810.948726 2020-08-12 05:47:11 DEBUG: check clearing time needed clearing_process_timer=2711.949921 2020-08-12 05:47:11 DEBUG: check init order needed init_order_process_timer=2811.95018 2020-08-12 05:47:12 DEBUG: check clearing time needed clearing_process_timer=2712.951571 2020-08-12 05:47:12 DEBUG: check init order needed init_order_process_timer=2812.951918 2020-08-12 05:47:13 DEBUG: check clearing time needed clearing_process_timer=2713.953295 2020-08-12 05:47:13 DEBUG: check init order needed init_order_process_timer=2813.953677 2020-08-12 05:47:14 DEBUG: check clearing time needed clearing_process_timer=2714.954979 2020-08-12 05:47:14 DEBUG: check init order needed init_order_process_timer=2814.955269 2020-08-12 05:47:15 DEBUG: check clearing time needed clearing_process_timer=2715.95649 2020-08-12 05:47:15 DEBUG: check init order needed init_order_process_timer=2815.956776 2020-08-12 05:47:16 DEBUG: check clearing time needed clearing_process_timer=2716.957996 2020-08-12 05:47:16 DEBUG: check init order needed init_order_process_timer=2816.958275 2020-08-12 05:47:17 DEBUG: check clearing time needed clearing_process_timer=2717.959474 2020-08-12 05:47:17 DEBUG: check init order needed init_order_process_timer=2817.959759 2020-08-12 05:47:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:47:18.085Z", "symbol": "ETHUSD", "side": "Buy", "size": 555, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "75280f34-7cc1-7441-dc69-f235e4712e65", "grossValue": 20826375, "homeNotional": 6.260575296108291, "foreignNotional": 2349.280879864636}]} 2020-08-12 05:47:18 DEBUG: message ignored 2020-08-12 05:47:18 DEBUG: check clearing time needed clearing_process_timer=2718.960928 2020-08-12 05:47:18 DEBUG: check init order needed init_order_process_timer=2818.961233 2020-08-12 05:47:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:47:19.097Z", "symbol": "ETHUSD", "side": "Buy", "size": 555, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d42d9dc-b224-020c-cd35-678924e80552", "grossValue": 20826375, "homeNotional": 6.260575296108291, "foreignNotional": 2349.280879864636}]} 2020-08-12 05:47:19 DEBUG: message ignored 2020-08-12 05:47:19 DEBUG: check clearing time needed clearing_process_timer=2719.962401 2020-08-12 05:47:19 DEBUG: check init order needed init_order_process_timer=2819.962686 2020-08-12 05:47:20 DEBUG: check clearing time needed clearing_process_timer=2720.964103 2020-08-12 05:47:20 DEBUG: check init order needed init_order_process_timer=2820.964365 2020-08-12 05:47:21 DEBUG: check clearing time needed clearing_process_timer=2721.965785 2020-08-12 05:47:21 DEBUG: check init order needed init_order_process_timer=2821.966034 2020-08-12 05:47:22 DEBUG: check clearing time needed clearing_process_timer=2722.967207 2020-08-12 05:47:22 DEBUG: check init order needed init_order_process_timer=2822.967459 2020-08-12 05:47:23 DEBUG: check clearing time needed clearing_process_timer=2723.968671 2020-08-12 05:47:23 DEBUG: check init order needed init_order_process_timer=2823.968929 2020-08-12 05:47:24 DEBUG: check clearing time needed clearing_process_timer=2724.970129 2020-08-12 05:47:24 DEBUG: check init order needed init_order_process_timer=2824.970396 2020-08-12 05:47:25 DEBUG: check clearing time needed clearing_process_timer=2725.971588 2020-08-12 05:47:25 DEBUG: check init order needed init_order_process_timer=2825.971916 2020-08-12 05:47:26 DEBUG: check clearing time needed clearing_process_timer=2726.973353 2020-08-12 05:47:26 DEBUG: check init order needed init_order_process_timer=2826.973631 2020-08-12 05:47:27 DEBUG: check clearing time needed clearing_process_timer=2727.974875 2020-08-12 05:47:27 DEBUG: check init order needed init_order_process_timer=2827.975119 2020-08-12 05:47:28 DEBUG: check clearing time needed clearing_process_timer=2728.976331 2020-08-12 05:47:28 DEBUG: check init order needed init_order_process_timer=2828.976644 2020-08-12 05:47:29 DEBUG: check clearing time needed clearing_process_timer=2729.977917 2020-08-12 05:47:29 DEBUG: check init order needed init_order_process_timer=2829.978246 2020-08-12 05:47:30 DEBUG: check clearing time needed clearing_process_timer=2730.97969 2020-08-12 05:47:30 DEBUG: check init order needed init_order_process_timer=2830.979961 2020-08-12 05:47:31 DEBUG: check clearing time needed clearing_process_timer=2731.981362 2020-08-12 05:47:31 DEBUG: check init order needed init_order_process_timer=2831.981627 2020-08-12 05:47:32 DEBUG: check clearing time needed clearing_process_timer=2732.982809 2020-08-12 05:47:32 DEBUG: check init order needed init_order_process_timer=2832.98305 2020-08-12 05:47:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:47:33.246Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "0366d638-f8da-7d2f-8459-55ea644da607", "grossValue": 938000, "homeNotional": 0.2820715333408552, "foreignNotional": 105.83323930948889}]} 2020-08-12 05:47:33 DEBUG: message ignored 2020-08-12 05:47:33 DEBUG: check clearing time needed clearing_process_timer=2733.984239 2020-08-12 05:47:33 DEBUG: check init order needed init_order_process_timer=2833.984606 2020-08-12 05:47:34 DEBUG: check clearing time needed clearing_process_timer=2734.985866 2020-08-12 05:47:34 DEBUG: check init order needed init_order_process_timer=2834.986142 2020-08-12 05:47:35 DEBUG: check clearing time needed clearing_process_timer=2735.987315 2020-08-12 05:47:35 DEBUG: check init order needed init_order_process_timer=2835.987679 2020-08-12 05:47:36 DEBUG: check clearing time needed clearing_process_timer=2736.988868 2020-08-12 05:47:36 DEBUG: check init order needed init_order_process_timer=2836.989168 2020-08-12 05:47:37 DEBUG: check clearing time needed clearing_process_timer=2737.990347 2020-08-12 05:47:37 DEBUG: check init order needed init_order_process_timer=2837.990728 2020-08-12 05:47:38 DEBUG: check clearing time needed clearing_process_timer=2738.991937 2020-08-12 05:47:38 DEBUG: check init order needed init_order_process_timer=2838.992228 2020-08-12 05:47:39 DEBUG: check clearing time needed clearing_process_timer=2739.993419 2020-08-12 05:47:39 DEBUG: check init order needed init_order_process_timer=2839.99403 2020-08-12 05:47:40 DEBUG: check clearing time needed clearing_process_timer=2740.995659 2020-08-12 05:47:40 DEBUG: check init order needed init_order_process_timer=2840.996195 2020-08-12 05:47:41 DEBUG: check clearing time needed clearing_process_timer=2741.997785 2020-08-12 05:47:41 DEBUG: check init order needed init_order_process_timer=2841.998455 2020-08-12 05:47:43 DEBUG: check clearing time needed clearing_process_timer=2743.000087 2020-08-12 05:47:43 DEBUG: check init order needed init_order_process_timer=2843.000631 2020-08-12 05:47:44 DEBUG: check clearing time needed clearing_process_timer=2744.002192 2020-08-12 05:47:44 DEBUG: check init order needed init_order_process_timer=2844.002719 2020-08-12 05:47:45 DEBUG: check clearing time needed clearing_process_timer=2745.004278 2020-08-12 05:47:45 DEBUG: check init order needed init_order_process_timer=2845.004878 2020-08-12 05:47:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:47:45.620Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "9bf83d96-401a-6f1c-48f8-476eb54d293b", "grossValue": 525280, "homeNotional": 0.15796005867087892, "foreignNotional": 59.26661401331378}, {"timestamp": "2020-08-12T02:47:45.620Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "c10a0692-a837-d565-7457-bce6891b8d9c", "grossValue": 1200640, "homeNotional": 0.36105156267629473, "foreignNotional": 135.46654631614578}]} 2020-08-12 05:47:45 DEBUG: message ignored 2020-08-12 05:47:46 DEBUG: check clearing time needed clearing_process_timer=2746.006352 2020-08-12 05:47:46 DEBUG: check init order needed init_order_process_timer=2846.007022 2020-08-12 05:47:47 DEBUG: check clearing time needed clearing_process_timer=2747.008617 2020-08-12 05:47:47 DEBUG: check init order needed init_order_process_timer=2847.00921 2020-08-12 05:47:48 DEBUG: check clearing time needed clearing_process_timer=2748.01074 2020-08-12 05:47:48 DEBUG: check init order needed init_order_process_timer=2848.011311 2020-08-12 05:47:49 DEBUG: check clearing time needed clearing_process_timer=2749.012733 2020-08-12 05:47:49 DEBUG: check init order needed init_order_process_timer=2849.013349 2020-08-12 05:47:50 DEBUG: check clearing time needed clearing_process_timer=2750.015057 2020-08-12 05:47:50 DEBUG: check init order needed init_order_process_timer=2850.015689 2020-08-12 05:47:51 DEBUG: check clearing time needed clearing_process_timer=2751.017229 2020-08-12 05:47:51 DEBUG: check init order needed init_order_process_timer=2851.017784 2020-08-12 05:47:52 DEBUG: check clearing time needed clearing_process_timer=2752.019374 2020-08-12 05:47:52 DEBUG: check init order needed init_order_process_timer=2852.019913 2020-08-12 05:47:53 DEBUG: check clearing time needed clearing_process_timer=2753.021472 2020-08-12 05:47:53 DEBUG: check init order needed init_order_process_timer=2853.022115 2020-08-12 05:47:54 DEBUG: check clearing time needed clearing_process_timer=2754.023545 2020-08-12 05:47:54 DEBUG: check init order needed init_order_process_timer=2854.023805 2020-08-12 05:47:55 DEBUG: check clearing time needed clearing_process_timer=2755.025244 2020-08-12 05:47:55 DEBUG: check init order needed init_order_process_timer=2855.025519 2020-08-12 05:47:56 DEBUG: check clearing time needed clearing_process_timer=2756.026971 2020-08-12 05:47:56 DEBUG: check init order needed init_order_process_timer=2856.027234 2020-08-12 05:47:57 DEBUG: check clearing time needed clearing_process_timer=2757.028636 2020-08-12 05:47:57 DEBUG: check init order needed init_order_process_timer=2857.028897 2020-08-12 05:47:58 DEBUG: check clearing time needed clearing_process_timer=2758.030292 2020-08-12 05:47:58 DEBUG: check init order needed init_order_process_timer=2858.030572 2020-08-12 05:47:59 DEBUG: check clearing time needed clearing_process_timer=2759.031988 2020-08-12 05:47:59 DEBUG: check init order needed init_order_process_timer=2859.032248 2020-08-12 05:47:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:47:59.023Z", "symbol": "ETHUSD", "side": "Sell", "size": 889, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "857bfb41-90ff-a0a3-ec5e-d841f177e5dd", "grossValue": 33355280, "homeNotional": 10.030463725600812, "foreignNotional": 3763.4299898454246}]} 2020-08-12 05:47:59 DEBUG: message ignored 2020-08-12 05:48:00 DEBUG: check clearing time needed clearing_process_timer=2760.033425 2020-08-12 05:48:00 DEBUG: check init order needed init_order_process_timer=2860.033714 2020-08-12 05:48:01 DEBUG: check clearing time needed clearing_process_timer=2761.035137 2020-08-12 05:48:01 DEBUG: check init order needed init_order_process_timer=2861.035455 2020-08-12 05:48:02 DEBUG: check clearing time needed clearing_process_timer=2762.036971 2020-08-12 05:48:02 DEBUG: check init order needed init_order_process_timer=2862.037419 2020-08-12 05:48:03 DEBUG: check clearing time needed clearing_process_timer=2763.039008 2020-08-12 05:48:03 DEBUG: check init order needed init_order_process_timer=2863.039858 2020-08-12 05:48:04 DEBUG: check clearing time needed clearing_process_timer=2764.041047 2020-08-12 05:48:04 DEBUG: check init order needed init_order_process_timer=2864.041335 2020-08-12 05:48:05 DEBUG: check clearing time needed clearing_process_timer=2765.042808 2020-08-12 05:48:05 DEBUG: check init order needed init_order_process_timer=2865.043105 2020-08-12 05:48:06 DEBUG: check clearing time needed clearing_process_timer=2766.04432 2020-08-12 05:48:06 DEBUG: check init order needed init_order_process_timer=2866.04461 2020-08-12 05:48:07 DEBUG: check clearing time needed clearing_process_timer=2767.045087 2020-08-12 05:48:07 DEBUG: check init order needed init_order_process_timer=2867.045388 2020-08-12 05:48:08 DEBUG: check clearing time needed clearing_process_timer=2768.046767 2020-08-12 05:48:08 DEBUG: check init order needed init_order_process_timer=2868.047077 2020-08-12 05:48:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "2b35af09-2ea4-4cb5-faf0-a22137d7b751", "grossValue": 18762500, "homeNotional": 5.641430666817105, "foreignNotional": 2116.9468577231187}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f8d0887-cc62-6010-94ce-8c036221a93d", "grossValue": 37525000, "homeNotional": 11.28286133363421, "foreignNotional": 4233.893715446237}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d73515c-3b84-0190-1f94-7cd401e81738", "grossValue": 187625, "homeNotional": 0.05641430666817105, "foreignNotional": 21.169468577231186}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "feee4c69-1863-d00f-24c9-b6b777ce91c2", "grossValue": 18762500, "homeNotional": 5.641430666817105, "foreignNotional": 2116.9468577231187}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "6e461ac5-154f-6be5-e887-12b838fecc20", "grossValue": 15010000, "homeNotional": 4.5131445334536835, "foreignNotional": 1693.5574861784949}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 64, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3e6829b-c219-d2fa-0658-da57f32ce735", "grossValue": 2401600, "homeNotional": 0.7221031253525895, "foreignNotional": 270.9691977885592}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d964e3d-68e3-6623-baa9-6b079524db4e", "grossValue": 1876250, "homeNotional": 0.5641430666817104, "foreignNotional": 211.69468577231186}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e5b028c-6c1c-4db9-cb82-8f9f3e692e4a", "grossValue": 37525, "homeNotional": 0.01128286133363421, "foreignNotional": 4.2338937154462375}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4cfbe0a6-a76c-b89b-35e3-9abc679c0153", "grossValue": 75050, "homeNotional": 0.02256572266726842, "foreignNotional": 8.467787430892475}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "9748cd05-2524-e8df-807d-6d59ed41037c", "grossValue": 9382500, "homeNotional": 2.8207153334085526, "foreignNotional": 1058.6144646282298}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 472, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "888aadbf-9b8c-e933-7c78-b1c65eb5e12b", "grossValue": 17714160, "homeNotional": 5.3255105494753465, "foreignNotional": 1998.6641092180978}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 10000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "77825eff-0081-4eb6-d573-0b36fe935ac1", "grossValue": 375300000, "homeNotional": 112.8286133363421, "foreignNotional": 42344.57858512919}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "30d3660c-a547-e8e2-91bb-2698fd569547", "grossValue": 1126050, "homeNotional": 0.33848584000902626, "foreignNotional": 127.05066004738802}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "9490f181-24be-3a04-f56a-17a5c99ed1a8", "grossValue": 187675, "homeNotional": 0.05641430666817105, "foreignNotional": 21.175110007898002}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "30b2d92a-9cfa-3c02-b029-c8c2d56b4a65", "grossValue": 150140, "homeNotional": 0.04513144533453684, "foreignNotional": 16.9400880063184}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 7590, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "03fc3a99-8db0-edb1-47ff-a4a0ad60a287", "grossValue": 284890650, "homeNotional": 85.63691752228365, "foreignNotional": 32143.81699198917}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "2dca101c-9d96-13cf-9736-9fae8e820684", "grossValue": 1126200, "homeNotional": 0.33848584000902626, "foreignNotional": 127.06758433938847}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "5eaff7e8-3ba5-c8c7-9af4-72f481b974d3", "grossValue": 37540, "homeNotional": 0.01128286133363421, "foreignNotional": 4.235586144646282}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e817884-531e-804c-814f-3aaba426f105", "grossValue": 37540000, "homeNotional": 11.28286133363421, "foreignNotional": 4235.586144646282}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "16017060-7d65-4a91-5ce5-c06d9ff0b555", "grossValue": 37540, "homeNotional": 0.01128286133363421, "foreignNotional": 4.235586144646282}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "aeea2635-762c-ef5c-5569-02acc6343ee1", "grossValue": 37540, "homeNotional": 0.01128286133363421, "foreignNotional": 4.235586144646282}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cebe75a3-de02-0c5a-c8cd-210b49ff5553", "grossValue": 37540, "homeNotional": 0.01128286133363421, "foreignNotional": 4.235586144646282}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "54f52404-5de8-c621-714e-8c3c22a979a8", "grossValue": 37540, "homeNotional": 0.01128286133363421, "foreignNotional": 4.235586144646282}, {"timestamp": "2020-08-12T02:48:08.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 8092, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b3cc84b-e4bd-11f4-c6bf-b8d5074625b2", "grossValue": 303773680, "homeNotional": 91.30091391176802, "foreignNotional": 34274.363082477714}]} 2020-08-12 05:48:08 DEBUG: message ignored 2020-08-12 05:48:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:08.203Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "95321ccc-f5c6-897f-7438-54d2e59265cc", "grossValue": 18770000, "homeNotional": 5.641430666817105, "foreignNotional": 2117.793072323141}]} 2020-08-12 05:48:08 DEBUG: message ignored 2020-08-12 05:48:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:08.785Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.35, "tickDirection": "MinusTick", "trdMatchID": "361216cf-c9a0-f8c5-d039-8927291ddeb6", "grossValue": 150140, "homeNotional": 0.04513144533453684, "foreignNotional": 16.9400880063184}]} 2020-08-12 05:48:08 DEBUG: message ignored 2020-08-12 05:48:09 DEBUG: check clearing time needed clearing_process_timer=2769.048285 2020-08-12 05:48:09 DEBUG: check init order needed init_order_process_timer=2869.048634 2020-08-12 05:48:10 DEBUG: check clearing time needed clearing_process_timer=2770.049081 2020-08-12 05:48:10 DEBUG: check init order needed init_order_process_timer=2870.049362 2020-08-12 05:48:11 DEBUG: check clearing time needed clearing_process_timer=2771.050524 2020-08-12 05:48:11 DEBUG: check init order needed init_order_process_timer=2871.050787 2020-08-12 05:48:12 DEBUG: check clearing time needed clearing_process_timer=2772.05195 2020-08-12 05:48:12 DEBUG: check init order needed init_order_process_timer=2872.052208 2020-08-12 05:48:13 DEBUG: check clearing time needed clearing_process_timer=2773.053067 2020-08-12 05:48:13 DEBUG: check init order needed init_order_process_timer=2873.053765 2020-08-12 05:48:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:13.083Z", "symbol": "ETHUSD", "side": "Sell", "size": 130, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7fe8570-976a-bb22-37df-2cae76e8a343", "grossValue": 4879550, "homeNotional": 1.4667719733724474, "foreignNotional": 550.5528602053481}]} 2020-08-12 05:48:13 DEBUG: message ignored 2020-08-12 05:48:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:14.030Z", "symbol": "ETHUSD", "side": "Sell", "size": 5866, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed45202d-25eb-99c9-c4ac-35d9d5d57558", "grossValue": 220180310, "homeNotional": 66.18526458309827, "foreignNotional": 24842.639061265938}, {"timestamp": "2020-08-12T02:48:14.030Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "03408492-ab0d-0a8a-0519-c09051339eac", "grossValue": 2364705, "homeNotional": 0.7108202640189553, "foreignNotional": 266.80638609951484}, {"timestamp": "2020-08-12T02:48:14.030Z", "symbol": "ETHUSD", "side": "Sell", "size": 4071, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2f3675fe-c8d6-5c8f-61dd-461c4def9549", "grossValue": 152804985, "homeNotional": 45.932528489224865, "foreignNotional": 17240.774568430556}]} 2020-08-12 05:48:14 DEBUG: message ignored 2020-08-12 05:48:14 DEBUG: check clearing time needed clearing_process_timer=2774.055145 2020-08-12 05:48:14 DEBUG: check init order needed init_order_process_timer=2874.055516 2020-08-12 05:48:15 DEBUG: check clearing time needed clearing_process_timer=2775.057041 2020-08-12 05:48:15 DEBUG: check init order needed init_order_process_timer=2875.057536 2020-08-12 05:48:16 DEBUG: check clearing time needed clearing_process_timer=2776.059045 2020-08-12 05:48:16 DEBUG: check init order needed init_order_process_timer=2876.059535 2020-08-12 05:48:17 DEBUG: check clearing time needed clearing_process_timer=2777.061033 2020-08-12 05:48:17 DEBUG: check init order needed init_order_process_timer=2877.061557 2020-08-12 05:48:18 DEBUG: check clearing time needed clearing_process_timer=2778.063109 2020-08-12 05:48:18 DEBUG: check init order needed init_order_process_timer=2878.063629 2020-08-12 05:48:19 DEBUG: check clearing time needed clearing_process_timer=2779.065091 2020-08-12 05:48:19 DEBUG: check init order needed init_order_process_timer=2879.065666 2020-08-12 05:48:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:19.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "66334453-1b2c-1176-8e38-f12b7d8c73d8", "grossValue": 11260500, "homeNotional": 3.384858400090263, "foreignNotional": 1270.50660047388}]} 2020-08-12 05:48:19 DEBUG: message ignored 2020-08-12 05:48:20 DEBUG: check clearing time needed clearing_process_timer=2780.067028 2020-08-12 05:48:20 DEBUG: check init order needed init_order_process_timer=2880.067746 2020-08-12 05:48:21 DEBUG: check clearing time needed clearing_process_timer=2781.069101 2020-08-12 05:48:21 DEBUG: check init order needed init_order_process_timer=2881.069364 2020-08-12 05:48:22 DEBUG: check clearing time needed clearing_process_timer=2782.070744 2020-08-12 05:48:22 DEBUG: check init order needed init_order_process_timer=2882.070991 2020-08-12 05:48:23 DEBUG: check clearing time needed clearing_process_timer=2783.072183 2020-08-12 05:48:23 DEBUG: check init order needed init_order_process_timer=2883.072468 2020-08-12 05:48:24 DEBUG: check clearing time needed clearing_process_timer=2784.073246 2020-08-12 05:48:24 DEBUG: check init order needed init_order_process_timer=2884.073508 2020-08-12 05:48:25 DEBUG: check clearing time needed clearing_process_timer=2785.074917 2020-08-12 05:48:25 DEBUG: check init order needed init_order_process_timer=2885.075189 2020-08-12 05:48:26 DEBUG: check clearing time needed clearing_process_timer=2786.076569 2020-08-12 05:48:26 DEBUG: check init order needed init_order_process_timer=2886.076861 2020-08-12 05:48:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:26.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1cf9bc8-e1c6-0cd0-5fe5-15864fdef943", "grossValue": 563025, "homeNotional": 0.16924292000451313, "foreignNotional": 63.52533002369401}]} 2020-08-12 05:48:26 DEBUG: message ignored 2020-08-12 05:48:27 DEBUG: check clearing time needed clearing_process_timer=2787.078077 2020-08-12 05:48:27 DEBUG: check init order needed init_order_process_timer=2887.078614 2020-08-12 05:48:28 DEBUG: check clearing time needed clearing_process_timer=2788.079699 2020-08-12 05:48:28 DEBUG: check init order needed init_order_process_timer=2888.079989 2020-08-12 05:48:29 DEBUG: check clearing time needed clearing_process_timer=2789.080851 2020-08-12 05:48:29 DEBUG: check init order needed init_order_process_timer=2889.081207 2020-08-12 05:48:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:29.195Z", "symbol": "ETHUSD", "side": "Sell", "size": 3397, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "62645549-0d43-4bfe-a29d-20a60aa192b2", "grossValue": 127506395, "homeNotional": 38.32787995035541, "foreignNotional": 14386.369739365904}, {"timestamp": "2020-08-12T02:48:29.195Z", "symbol": "ETHUSD", "side": "Sell", "size": 87, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b3a98bb-abaf-13d6-7bb7-9de7af2827c8", "grossValue": 3265545, "homeNotional": 0.9816089360261763, "foreignNotional": 368.44691413742527}, {"timestamp": "2020-08-12T02:48:29.195Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "15c3a68a-bcbf-feae-5488-64f4e9c6badf", "grossValue": 18767500, "homeNotional": 5.641430666817105, "foreignNotional": 2117.5110007898}, {"timestamp": "2020-08-12T02:48:29.195Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "410426ed-f250-ca22-cb78-a16aab57a95f", "grossValue": 2214565, "homeNotional": 0.6656888186844183, "foreignNotional": 249.86629809319643}, {"timestamp": "2020-08-12T02:48:29.195Z", "symbol": "ETHUSD", "side": "Sell", "size": 2872, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d487788-24b7-c51e-3127-c8bb9dd76396", "grossValue": 107800520, "homeNotional": 32.40437775019745, "foreignNotional": 12162.983188536613}]} 2020-08-12 05:48:29 DEBUG: message ignored 2020-08-12 05:48:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:29.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "be61ec8f-5a8a-52ea-f8f2-d18c7fe3e7d5", "grossValue": 150100, "homeNotional": 0.04513144533453684, "foreignNotional": 16.93557486178495}]} 2020-08-12 05:48:29 DEBUG: message ignored 2020-08-12 05:48:30 DEBUG: check clearing time needed clearing_process_timer=2790.081959 2020-08-12 05:48:30 DEBUG: check init order needed init_order_process_timer=2890.082246 2020-08-12 05:48:31 DEBUG: check clearing time needed clearing_process_timer=2791.083013 2020-08-12 05:48:31 DEBUG: check init order needed init_order_process_timer=2891.083281 2020-08-12 05:48:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:31.222Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1413845-ded1-fd43-735b-d159943f138d", "grossValue": 938125, "homeNotional": 0.282103362672083, "foreignNotional": 105.85928684269916}, {"timestamp": "2020-08-12T02:48:31.222Z", "symbol": "ETHUSD", "side": "Sell", "size": 275, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e6f75bf-d692-91a6-7685-794d34219734", "grossValue": 10319375, "homeNotional": 3.1031369893929135, "foreignNotional": 1164.4521552696908}]} 2020-08-12 05:48:31 DEBUG: message ignored 2020-08-12 05:48:32 DEBUG: check clearing time needed clearing_process_timer=2792.084106 2020-08-12 05:48:32 DEBUG: check init order needed init_order_process_timer=2892.084381 2020-08-12 05:48:33 DEBUG: check clearing time needed clearing_process_timer=2793.085168 2020-08-12 05:48:33 DEBUG: check init order needed init_order_process_timer=2893.085433 2020-08-12 05:48:34 DEBUG: check clearing time needed clearing_process_timer=2794.086265 2020-08-12 05:48:34 DEBUG: check init order needed init_order_process_timer=2894.086545 2020-08-12 05:48:35 DEBUG: check clearing time needed clearing_process_timer=2795.087429 2020-08-12 05:48:35 DEBUG: check init order needed init_order_process_timer=2895.087694 2020-08-12 05:48:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:35.874Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b278803-bc3f-3a67-795d-c8f8515d42c4", "grossValue": 1425950, "homeNotional": 0.4287971112615662, "foreignNotional": 160.90611600090273}]} 2020-08-12 05:48:35 DEBUG: message ignored 2020-08-12 05:48:36 DEBUG: check clearing time needed clearing_process_timer=2796.088505 2020-08-12 05:48:36 DEBUG: check init order needed init_order_process_timer=2896.088838 2020-08-12 05:48:37 DEBUG: check clearing time needed clearing_process_timer=2797.089864 2020-08-12 05:48:37 DEBUG: check init order needed init_order_process_timer=2897.090128 2020-08-12 05:48:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:37.621Z", "symbol": "ETHUSD", "side": "Sell", "size": 187, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "aee65692-25b0-abf2-eb68-af0ad13bab5a", "grossValue": 7017175, "homeNotional": 2.1101331527871814, "foreignNotional": 791.8274655833898}, {"timestamp": "2020-08-12T02:48:37.621Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "21f42a66-bd60-5fba-1d2c-981aa2d17ad1", "grossValue": 187625, "homeNotional": 0.05642067253441661, "foreignNotional": 21.171857368539833}, {"timestamp": "2020-08-12T02:48:37.621Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bdda0a9a-a342-4444-04a1-c9968d7bf30e", "grossValue": 18762500, "homeNotional": 5.642067253441661, "foreignNotional": 2117.185736853983}, {"timestamp": "2020-08-12T02:48:37.621Z", "symbol": "ETHUSD", "side": "Sell", "size": 1153, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4956ba26-bf0e-b98a-63ed-b90bfc44222d", "grossValue": 43266325, "homeNotional": 13.01060708643647, "foreignNotional": 4882.2303091852855}, {"timestamp": "2020-08-12T02:48:37.621Z", "symbol": "ETHUSD", "side": "Sell", "size": 718, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3b78fa9-e200-1c15-2645-22c81e00da41", "grossValue": 26942950, "homeNotional": 8.102008575942225, "foreignNotional": 3040.2787181223202}]} 2020-08-12 05:48:37 DEBUG: message ignored 2020-08-12 05:48:38 DEBUG: check clearing time needed clearing_process_timer=2798.090896 2020-08-12 05:48:38 DEBUG: check init order needed init_order_process_timer=2898.091208 2020-08-12 05:48:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:38.395Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "734b53ff-d745-7e85-e9b1-b530fe618b15", "grossValue": 375200, "homeNotional": 0.11284134506883323, "foreignNotional": 42.338072669826225}, {"timestamp": "2020-08-12T02:48:38.395Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d447d21-fa1b-6c18-de2c-30d70fc17650", "grossValue": 7504000, "homeNotional": 2.256826901376664, "foreignNotional": 846.7614533965245}, {"timestamp": "2020-08-12T02:48:38.395Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "027bc9d9-a631-d490-a909-ce217348310f", "grossValue": 1088080, "homeNotional": 0.32723990069961634, "foreignNotional": 122.78041074249604}, {"timestamp": "2020-08-12T02:48:38.395Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "97182bde-160d-3458-a121-a7eae88b4060", "grossValue": 18760000, "homeNotional": 5.642067253441661, "foreignNotional": 2116.903633491311}, {"timestamp": "2020-08-12T02:48:38.395Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "bc319efe-2d19-1985-b939-e236baa6c7ed", "grossValue": 18760000, "homeNotional": 5.642067253441661, "foreignNotional": 2116.903633491311}]} 2020-08-12 05:48:38 DEBUG: message ignored 2020-08-12 05:48:39 DEBUG: check clearing time needed clearing_process_timer=2799.092053 2020-08-12 05:48:39 DEBUG: check init order needed init_order_process_timer=2899.092371 2020-08-12 05:48:40 DEBUG: check clearing time needed clearing_process_timer=2800.093079 2020-08-12 05:48:40 DEBUG: check init order needed init_order_process_timer=2900.093338 2020-08-12 05:48:41 DEBUG: check clearing time needed clearing_process_timer=2801.094522 2020-08-12 05:48:41 DEBUG: check init order needed init_order_process_timer=2901.094851 2020-08-12 05:48:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:41.404Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "e70eafe7-38df-19e5-9715-f2897f467e35", "grossValue": 3751500, "homeNotional": 1.128413450688332, "foreignNotional": 423.3243060257278}]} 2020-08-12 05:48:41 DEBUG: message ignored 2020-08-12 05:48:42 DEBUG: check clearing time needed clearing_process_timer=2802.096064 2020-08-12 05:48:42 DEBUG: check init order needed init_order_process_timer=2902.096333 2020-08-12 05:48:43 DEBUG: check clearing time needed clearing_process_timer=2803.097505 2020-08-12 05:48:43 DEBUG: check init order needed init_order_process_timer=2903.097775 2020-08-12 05:48:44 DEBUG: check clearing time needed clearing_process_timer=2804.098956 2020-08-12 05:48:44 DEBUG: check init order needed init_order_process_timer=2904.099226 2020-08-12 05:48:45 DEBUG: check clearing time needed clearing_process_timer=2805.100406 2020-08-12 05:48:45 DEBUG: check init order needed init_order_process_timer=2905.100694 2020-08-12 05:48:46 DEBUG: check clearing time needed clearing_process_timer=2806.10186 2020-08-12 05:48:46 DEBUG: check init order needed init_order_process_timer=2906.102095 2020-08-12 05:48:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:46.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "538ef177-e659-170f-f722-1864e18f5b96", "grossValue": 5627250, "homeNotional": 1.6926201760324984, "foreignNotional": 634.9864590385918}]} 2020-08-12 05:48:46 DEBUG: message ignored 2020-08-12 05:48:47 DEBUG: check clearing time needed clearing_process_timer=2807.103256 2020-08-12 05:48:47 DEBUG: check init order needed init_order_process_timer=2907.103524 2020-08-12 05:48:48 DEBUG: check clearing time needed clearing_process_timer=2808.104696 2020-08-12 05:48:48 DEBUG: check init order needed init_order_process_timer=2908.104959 2020-08-12 05:48:49 DEBUG: check clearing time needed clearing_process_timer=2809.106163 2020-08-12 05:48:49 DEBUG: check init order needed init_order_process_timer=2909.106451 2020-08-12 05:48:50 DEBUG: check clearing time needed clearing_process_timer=2810.107635 2020-08-12 05:48:50 DEBUG: check init order needed init_order_process_timer=2910.107884 2020-08-12 05:48:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:50.129Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "aadb598c-f057-0221-5557-fef8b7a0cc12", "grossValue": 412720, "homeNotional": 0.12412547957571654, "foreignNotional": 46.57187993680885}]} 2020-08-12 05:48:50 DEBUG: message ignored 2020-08-12 05:48:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:50.136Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "bad13dcd-e575-a4a1-2aaf-0a00815949ff", "grossValue": 450240, "homeNotional": 0.13540961408259986, "foreignNotional": 50.80568720379147}]} 2020-08-12 05:48:50 DEBUG: message ignored 2020-08-12 05:48:51 DEBUG: check clearing time needed clearing_process_timer=2811.109044 2020-08-12 05:48:51 DEBUG: check init order needed init_order_process_timer=2911.109304 2020-08-12 05:48:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:51.097Z", "symbol": "ETHUSD", "side": "Sell", "size": 179, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "e020f935-228e-90a1-a7bf-826239b575e2", "grossValue": 6715185, "homeNotional": 2.0198600767321144, "foreignNotional": 757.7505077860528}, {"timestamp": "2020-08-12T02:48:51.097Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "736c8ee9-b687-fc2a-a94a-1ce516b0bbd0", "grossValue": 787815, "homeNotional": 0.23696682464454977, "foreignNotional": 88.89810426540285}]} 2020-08-12 05:48:51 DEBUG: message ignored 2020-08-12 05:48:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:48:51.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7645074-e758-a0c4-eb0d-3ce7dbb38606", "grossValue": 10016505, "homeNotional": 3.012863913337847, "foreignNotional": 1130.2758970886932}, {"timestamp": "2020-08-12T02:48:51.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "421a678f-0672-edc4-164d-1966313a575f", "grossValue": 1575630, "homeNotional": 0.47393364928909953, "foreignNotional": 177.7962085308057}, {"timestamp": "2020-08-12T02:48:51.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7caa4744-bb3e-e726-43eb-430b2ae86d64", "grossValue": 7503000, "homeNotional": 2.256826901376664, "foreignNotional": 846.6486120514556}, {"timestamp": "2020-08-12T02:48:51.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 346, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "bd490f87-d4f8-cd0d-80ce-454557cc1641", "grossValue": 12980190, "homeNotional": 3.9043105393816293, "foreignNotional": 1464.7020988490183}, {"timestamp": "2020-08-12T02:48:51.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 468, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "e7dd1939-4fba-f89f-a20f-ed3ccc6172a7", "grossValue": 17557020, "homeNotional": 5.280974949221394, "foreignNotional": 1981.1577522004063}]} 2020-08-12 05:48:51 DEBUG: message ignored 2020-08-12 05:48:52 DEBUG: check clearing time needed clearing_process_timer=2812.110482 2020-08-12 05:48:52 DEBUG: check init order needed init_order_process_timer=2912.110733 2020-08-12 05:48:53 DEBUG: check clearing time needed clearing_process_timer=2813.112054 2020-08-12 05:48:53 DEBUG: check init order needed init_order_process_timer=2913.112352 2020-08-12 05:48:54 DEBUG: check clearing time needed clearing_process_timer=2814.113566 2020-08-12 05:48:54 DEBUG: check init order needed init_order_process_timer=2914.113822 2020-08-12 05:48:55 DEBUG: check clearing time needed clearing_process_timer=2815.115 2020-08-12 05:48:55 DEBUG: check init order needed init_order_process_timer=2915.115239 2020-08-12 05:48:56 DEBUG: check clearing time needed clearing_process_timer=2816.116408 2020-08-12 05:48:56 DEBUG: check init order needed init_order_process_timer=2916.116641 2020-08-12 05:48:57 DEBUG: check clearing time needed clearing_process_timer=2817.117819 2020-08-12 05:48:57 DEBUG: check init order needed init_order_process_timer=2917.11806 2020-08-12 05:48:58 DEBUG: check clearing time needed clearing_process_timer=2818.119229 2020-08-12 05:48:58 DEBUG: check init order needed init_order_process_timer=2918.119487 2020-08-12 05:48:59 DEBUG: check clearing time needed clearing_process_timer=2819.120714 2020-08-12 05:48:59 DEBUG: check init order needed init_order_process_timer=2919.12096 2020-08-12 05:49:00 DEBUG: check clearing time needed clearing_process_timer=2820.122207 2020-08-12 05:49:00 DEBUG: check init order needed init_order_process_timer=2920.122532 2020-08-12 05:49:01 DEBUG: check clearing time needed clearing_process_timer=2821.123744 2020-08-12 05:49:01 DEBUG: check init order needed init_order_process_timer=2921.124009 2020-08-12 05:49:02 DEBUG: check clearing time needed clearing_process_timer=2822.12576 2020-08-12 05:49:02 DEBUG: check init order needed init_order_process_timer=2922.128639 2020-08-12 05:49:03 DEBUG: check clearing time needed clearing_process_timer=2823.129851 2020-08-12 05:49:03 DEBUG: check init order needed init_order_process_timer=2923.130121 2020-08-12 05:49:04 DEBUG: check clearing time needed clearing_process_timer=2824.131323 2020-08-12 05:49:04 DEBUG: check init order needed init_order_process_timer=2924.131653 2020-08-12 05:49:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:04.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "ff7b387a-53bd-75b5-fefd-ee815f07fa90", "grossValue": 1087790, "homeNotional": 0.3272768310574427, "foreignNotional": 122.76153932964677}, {"timestamp": "2020-08-12T02:49:04.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "738dd55f-f6a7-2570-b9e7-3c05f12ddf24", "grossValue": 7502000, "homeNotional": 2.257081593499605, "foreignNotional": 846.6313057217019}, {"timestamp": "2020-08-12T02:49:04.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5806b92-2e57-af52-cbf5-5fac61699b51", "grossValue": 1687950, "homeNotional": 0.5078433585374111, "foreignNotional": 190.49204378738293}, {"timestamp": "2020-08-12T02:49:04.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2b7cf09-91fa-f0a3-cc25-f84292dc3254", "grossValue": 2700720, "homeNotional": 0.8125493736598578, "foreignNotional": 304.78727005981267}, {"timestamp": "2020-08-12T02:49:04.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "01e449ce-e4c2-6fdb-df7d-e4e437854c9d", "grossValue": 1875500, "homeNotional": 0.5642703983749012, "foreignNotional": 211.65782643042547}, {"timestamp": "2020-08-12T02:49:04.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2cd4ac5-367d-15e4-631d-e7cb54636812", "grossValue": 150040, "homeNotional": 0.0451416318699921, "foreignNotional": 16.932626114434036}]} 2020-08-12 05:49:04 DEBUG: message ignored 2020-08-12 05:49:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:04.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "d8fb7188-fbc3-f007-9b25-688e445822ed", "grossValue": 450180, "homeNotional": 0.1354248956099763, "foreignNotional": 50.80464958808261}]} 2020-08-12 05:49:04 DEBUG: message ignored 2020-08-12 05:49:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:04.973Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef611629-8028-81ba-e6c2-1626ffd63b68", "grossValue": 412665, "homeNotional": 0.12413948764247827, "foreignNotional": 46.57092878907572}]} 2020-08-12 05:49:04 DEBUG: message ignored 2020-08-12 05:49:05 DEBUG: check clearing time needed clearing_process_timer=2825.132909 2020-08-12 05:49:05 DEBUG: check init order needed init_order_process_timer=2925.133288 2020-08-12 05:49:06 DEBUG: check clearing time needed clearing_process_timer=2826.134492 2020-08-12 05:49:06 DEBUG: check init order needed init_order_process_timer=2926.134751 2020-08-12 05:49:07 DEBUG: check clearing time needed clearing_process_timer=2827.135942 2020-08-12 05:49:07 DEBUG: check init order needed init_order_process_timer=2927.136218 2020-08-12 05:49:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:07.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "3723ab3f-df3c-58b7-5c09-02d778253eb7", "grossValue": 3113330, "homeNotional": 0.9366888613023361, "foreignNotional": 351.35199187450627}, {"timestamp": "2020-08-12T02:49:07.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 117, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "1288b781-ea7b-6d8b-7fda-e1c8b823ef42", "grossValue": 4388670, "homeNotional": 1.3203927321972688, "foreignNotional": 495.27931384719557}, {"timestamp": "2020-08-12T02:49:07.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 215, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "83b55855-bf94-daa6-8ae7-8e3ffa3f5d4f", "grossValue": 8064650, "homeNotional": 2.4263627130120753, "foreignNotional": 910.1286536508295}]} 2020-08-12 05:49:07 DEBUG: message ignored 2020-08-12 05:49:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:07.969Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "1552411e-1b97-4bf9-fbb0-d380f0192b13", "grossValue": 375150, "homeNotional": 0.11285407967498025, "foreignNotional": 42.33720799006884}]} 2020-08-12 05:49:07 DEBUG: message ignored 2020-08-12 05:49:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:07.981Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "84cad957-a168-f35d-efef-396a6c7160d6", "grossValue": 412665, "homeNotional": 0.12413948764247827, "foreignNotional": 46.57092878907572}]} 2020-08-12 05:49:07 DEBUG: message ignored 2020-08-12 05:49:08 DEBUG: check clearing time needed clearing_process_timer=2828.137404 2020-08-12 05:49:08 DEBUG: check init order needed init_order_process_timer=2928.137697 2020-08-12 05:49:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:08.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 285, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "0e15d1b2-f6a3-a035-a886-7f638831575d", "grossValue": 10690350, "homeNotional": 3.216341270736937, "foreignNotional": 1206.4496106534252}]} 2020-08-12 05:49:08 DEBUG: message ignored 2020-08-12 05:49:09 DEBUG: check clearing time needed clearing_process_timer=2829.138901 2020-08-12 05:49:09 DEBUG: check init order needed init_order_process_timer=2929.139198 2020-08-12 05:49:10 DEBUG: check clearing time needed clearing_process_timer=2830.140418 2020-08-12 05:49:10 DEBUG: check init order needed init_order_process_timer=2930.140697 2020-08-12 05:49:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:10.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a86f8bd-49ca-7970-b651-ca9c6f844c2e", "grossValue": 187550, "homeNotional": 0.056427039837490124, "foreignNotional": 21.165782643042547}]} 2020-08-12 05:49:10 DEBUG: message ignored 2020-08-12 05:49:11 DEBUG: check clearing time needed clearing_process_timer=2831.141899 2020-08-12 05:49:11 DEBUG: check init order needed init_order_process_timer=2931.142275 2020-08-12 05:49:12 DEBUG: check clearing time needed clearing_process_timer=2832.14354 2020-08-12 05:49:12 DEBUG: check init order needed init_order_process_timer=2932.14382 2020-08-12 05:49:13 DEBUG: check clearing time needed clearing_process_timer=2833.145063 2020-08-12 05:49:13 DEBUG: check init order needed init_order_process_timer=2933.145401 2020-08-12 05:49:14 DEBUG: check clearing time needed clearing_process_timer=2834.146649 2020-08-12 05:49:14 DEBUG: check init order needed init_order_process_timer=2934.146947 2020-08-12 05:49:15 DEBUG: check clearing time needed clearing_process_timer=2835.148166 2020-08-12 05:49:15 DEBUG: check init order needed init_order_process_timer=2935.148445 2020-08-12 05:49:16 DEBUG: check clearing time needed clearing_process_timer=2836.149665 2020-08-12 05:49:16 DEBUG: check init order needed init_order_process_timer=2936.150021 2020-08-12 05:49:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:16.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "7bd7376c-6a2c-06b3-4f18-810ae33ee643", "grossValue": 487565, "homeNotional": 0.14671030357747433, "foreignNotional": 55.02369935673175}]} 2020-08-12 05:49:16 DEBUG: message ignored 2020-08-12 05:49:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:16.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef09d2b3-98a6-a32e-3aa2-4b36e1bb128f", "grossValue": 412555, "homeNotional": 0.12413948764247827, "foreignNotional": 46.558514840311474}]} 2020-08-12 05:49:16 DEBUG: message ignored 2020-08-12 05:49:17 DEBUG: check clearing time needed clearing_process_timer=2837.151241 2020-08-12 05:49:17 DEBUG: check init order needed init_order_process_timer=2937.151535 2020-08-12 05:49:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:17.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "65ae184b-bc53-248a-a6c2-2013df4e0d26", "grossValue": 18755000, "homeNotional": 5.642703983749013, "foreignNotional": 2116.5782643042544}, {"timestamp": "2020-08-12T02:49:17.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "26d51ff6-8915-2d78-5b6b-4b255a748ebf", "grossValue": 37510000, "homeNotional": 11.285407967498026, "foreignNotional": 4233.156528608509}, {"timestamp": "2020-08-12T02:49:17.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c154786-b588-2d6f-7f3c-34353cc70b51", "grossValue": 37510000, "homeNotional": 11.285407967498026, "foreignNotional": 4233.156528608509}, {"timestamp": "2020-08-12T02:49:17.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "5dbb868b-c831-adc7-f671-a9848ceef4e9", "grossValue": 18755000, "homeNotional": 5.642703983749013, "foreignNotional": 2116.5782643042544}, {"timestamp": "2020-08-12T02:49:17.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 700, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "0cf3e97f-447d-8a0a-0100-c23ab868843f", "grossValue": 26257000, "homeNotional": 7.899785577248617, "foreignNotional": 2963.2095700259565}]} 2020-08-12 05:49:17 DEBUG: message ignored 2020-08-12 05:49:18 DEBUG: check clearing time needed clearing_process_timer=2838.152727 2020-08-12 05:49:18 DEBUG: check init order needed init_order_process_timer=2938.152994 2020-08-12 05:49:19 DEBUG: check clearing time needed clearing_process_timer=2839.154304 2020-08-12 05:49:19 DEBUG: check init order needed init_order_process_timer=2939.154565 2020-08-12 05:49:20 DEBUG: check clearing time needed clearing_process_timer=2840.155727 2020-08-12 05:49:20 DEBUG: check init order needed init_order_process_timer=2940.156069 2020-08-12 05:49:21 DEBUG: check clearing time needed clearing_process_timer=2841.157265 2020-08-12 05:49:21 DEBUG: check init order needed init_order_process_timer=2941.157514 2020-08-12 05:49:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:21.719Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "744ae5ff-2e3c-83de-d376-148477e4b9e9", "grossValue": 1125750, "homeNotional": 0.33856223902494076, "foreignNotional": 127.04548019410902}]} 2020-08-12 05:49:21 DEBUG: message ignored 2020-08-12 05:49:22 DEBUG: check clearing time needed clearing_process_timer=2842.158718 2020-08-12 05:49:22 DEBUG: check init order needed init_order_process_timer=2942.158992 2020-08-12 05:49:23 DEBUG: check clearing time needed clearing_process_timer=2843.160181 2020-08-12 05:49:23 DEBUG: check init order needed init_order_process_timer=2943.160449 2020-08-12 05:49:24 DEBUG: check clearing time needed clearing_process_timer=2844.161637 2020-08-12 05:49:24 DEBUG: check init order needed init_order_process_timer=2944.161921 2020-08-12 05:49:25 DEBUG: check clearing time needed clearing_process_timer=2845.163115 2020-08-12 05:49:25 DEBUG: check init order needed init_order_process_timer=2945.163371 2020-08-12 05:49:26 DEBUG: check clearing time needed clearing_process_timer=2846.164546 2020-08-12 05:49:26 DEBUG: check init order needed init_order_process_timer=2946.164836 2020-08-12 05:49:27 DEBUG: check clearing time needed clearing_process_timer=2847.166004 2020-08-12 05:49:27 DEBUG: check init order needed init_order_process_timer=2947.166286 2020-08-12 05:49:28 DEBUG: check clearing time needed clearing_process_timer=2848.167494 2020-08-12 05:49:28 DEBUG: check init order needed init_order_process_timer=2948.167816 2020-08-12 05:49:29 DEBUG: check clearing time needed clearing_process_timer=2849.168994 2020-08-12 05:49:29 DEBUG: check init order needed init_order_process_timer=2949.169268 2020-08-12 05:49:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:30.125Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "a29d2187-65b5-3a5c-db78-04c042d8aa35", "grossValue": 1126050, "homeNotional": 0.33856223902494076, "foreignNotional": 127.07933641801151}]} 2020-08-12 05:49:30 DEBUG: message ignored 2020-08-12 05:49:30 DEBUG: check clearing time needed clearing_process_timer=2850.170428 2020-08-12 05:49:30 DEBUG: check init order needed init_order_process_timer=2950.170704 2020-08-12 05:49:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:30.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "75c3b114-734f-2e35-9f7b-8abb823199a9", "grossValue": 1126200, "homeNotional": 0.33856223902494076, "foreignNotional": 127.09626452996275}, {"timestamp": "2020-08-12T02:49:30.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 318, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "94268b09-d993-af79-6894-295e1bf975f3", "grossValue": 11937720, "homeNotional": 3.588759733664372, "foreignNotional": 1347.2204040176052}]} 2020-08-12 05:49:30 DEBUG: message ignored 2020-08-12 05:49:31 DEBUG: check clearing time needed clearing_process_timer=2851.171984 2020-08-12 05:49:31 DEBUG: check init order needed init_order_process_timer=2951.172243 2020-08-12 05:49:32 DEBUG: check clearing time needed clearing_process_timer=2852.173081 2020-08-12 05:49:32 DEBUG: check init order needed init_order_process_timer=2952.173363 2020-08-12 05:49:33 DEBUG: check clearing time needed clearing_process_timer=2853.174538 2020-08-12 05:49:33 DEBUG: check init order needed init_order_process_timer=2953.174805 2020-08-12 05:49:34 DEBUG: check clearing time needed clearing_process_timer=2854.175979 2020-08-12 05:49:34 DEBUG: check init order needed init_order_process_timer=2954.176276 2020-08-12 05:49:35 DEBUG: check clearing time needed clearing_process_timer=2855.177066 2020-08-12 05:49:35 DEBUG: check init order needed init_order_process_timer=2955.177306 2020-08-12 05:49:36 DEBUG: check clearing time needed clearing_process_timer=2856.1785 2020-08-12 05:49:36 DEBUG: check init order needed init_order_process_timer=2956.178741 2020-08-12 05:49:37 DEBUG: check clearing time needed clearing_process_timer=2857.179902 2020-08-12 05:49:37 DEBUG: check init order needed init_order_process_timer=2957.180208 2020-08-12 05:49:38 DEBUG: check clearing time needed clearing_process_timer=2858.181117 2020-08-12 05:49:38 DEBUG: check init order needed init_order_process_timer=2958.181407 2020-08-12 05:49:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "db23d4e1-fe56-58fc-39ad-7b7fb4cfcc07", "grossValue": 1126350, "homeNotional": 0.33856223902494076, "foreignNotional": 127.11319264191401}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d34f963a-fcdc-ec6b-ac0c-d824723a79d9", "grossValue": 375450, "homeNotional": 0.11285407967498025, "foreignNotional": 42.37106421397134}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 1770, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b736957-7d6a-be64-ad94-3d634fe1d93c", "grossValue": 66454650, "homeNotional": 19.975172102471504, "foreignNotional": 7499.678365872926}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "852bfc3c-7235-afe5-94eb-2dc7ed240583", "grossValue": 3754500, "homeNotional": 1.1285407967498025, "foreignNotional": 423.71064213971334}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c49868fd-645f-90b9-3551-02abc3f87fac", "grossValue": 112635, "homeNotional": 0.03385622390249408, "foreignNotional": 12.7113192641914}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 471, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d258e90-6395-8c8b-2acb-f74d27220739", "grossValue": 17683695, "homeNotional": 5.31542715269157, "foreignNotional": 1995.6771244780498}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "fd8dda7f-7196-9530-4f10-3c0502dc0401", "grossValue": 1126500, "homeNotional": 0.33856223902494076, "foreignNotional": 127.13012075386526}, {"timestamp": "2020-08-12T02:49:38.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a5198ad-8db0-eab3-56d0-e6cc5dcfd3cf", "grossValue": 3229300, "homeNotional": 0.9705450852048302, "foreignNotional": 364.4396794944137}]} 2020-08-12 05:49:38 DEBUG: message ignored 2020-08-12 05:49:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:38.929Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "ed9992fe-d212-deaf-e777-a8915ba71da1", "grossValue": 488085, "homeNotional": 0.14671030357747433, "foreignNotional": 55.08238347816273}]} 2020-08-12 05:49:38 DEBUG: message ignored 2020-08-12 05:49:39 DEBUG: check clearing time needed clearing_process_timer=2859.182572 2020-08-12 05:49:39 DEBUG: check init order needed init_order_process_timer=2959.182812 2020-08-12 05:49:40 DEBUG: check clearing time needed clearing_process_timer=2860.183969 2020-08-12 05:49:40 DEBUG: check init order needed init_order_process_timer=2960.184225 2020-08-12 05:49:41 DEBUG: check clearing time needed clearing_process_timer=2861.185363 2020-08-12 05:49:41 DEBUG: check init order needed init_order_process_timer=2961.185654 2020-08-12 05:49:42 DEBUG: check clearing time needed clearing_process_timer=2862.18687 2020-08-12 05:49:42 DEBUG: check init order needed init_order_process_timer=2962.187152 2020-08-12 05:49:43 DEBUG: check clearing time needed clearing_process_timer=2863.188348 2020-08-12 05:49:43 DEBUG: check init order needed init_order_process_timer=2963.188624 2020-08-12 05:49:44 DEBUG: check clearing time needed clearing_process_timer=2864.189848 2020-08-12 05:49:44 DEBUG: check init order needed init_order_process_timer=2964.190113 2020-08-12 05:49:45 DEBUG: check clearing time needed clearing_process_timer=2865.191332 2020-08-12 05:49:45 DEBUG: check init order needed init_order_process_timer=2965.191637 2020-08-12 05:49:46 DEBUG: check clearing time needed clearing_process_timer=2866.192863 2020-08-12 05:49:46 DEBUG: check init order needed init_order_process_timer=2966.193167 2020-08-12 05:49:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:46.713Z", "symbol": "ETHUSD", "side": "Buy", "size": 158, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "edbeab59-8dae-2a23-804e-cf3ef1b7bd46", "grossValue": 5932900, "homeNotional": 1.783094458864688, "foreignNotional": 669.5519693036904}]} 2020-08-12 05:49:46 DEBUG: message ignored 2020-08-12 05:49:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:46.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "b1dbf379-ac49-7ec9-174a-78c96c85e193", "grossValue": 375450, "homeNotional": 0.11285407967498025, "foreignNotional": 42.37106421397134}]} 2020-08-12 05:49:46 DEBUG: message ignored 2020-08-12 05:49:47 DEBUG: check clearing time needed clearing_process_timer=2867.194335 2020-08-12 05:49:47 DEBUG: check init order needed init_order_process_timer=2967.194625 2020-08-12 05:49:48 DEBUG: check clearing time needed clearing_process_timer=2868.195835 2020-08-12 05:49:48 DEBUG: check init order needed init_order_process_timer=2968.196099 2020-08-12 05:49:49 DEBUG: check clearing time needed clearing_process_timer=2869.197279 2020-08-12 05:49:49 DEBUG: check init order needed init_order_process_timer=2969.197577 2020-08-12 05:49:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:49.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "6af55cea-f9ec-90f8-3767-4377468cb226", "grossValue": 37550, "homeNotional": 0.011285407967498025, "foreignNotional": 4.2376706917955085}]} 2020-08-12 05:49:49 DEBUG: message ignored 2020-08-12 05:49:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:50.004Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 375.45, "tickDirection": "MinusTick", "trdMatchID": "69984306-6d80-d750-ec19-b71b06c5a97b", "grossValue": 450540, "homeNotional": 0.1354248956099763, "foreignNotional": 50.8452770567656}]} 2020-08-12 05:49:50 DEBUG: message ignored 2020-08-12 05:49:50 DEBUG: check clearing time needed clearing_process_timer=2870.198848 2020-08-12 05:49:50 DEBUG: check init order needed init_order_process_timer=2970.199123 2020-08-12 05:49:51 DEBUG: check clearing time needed clearing_process_timer=2871.20033 2020-08-12 05:49:51 DEBUG: check init order needed init_order_process_timer=2971.200602 2020-08-12 05:49:52 DEBUG: check clearing time needed clearing_process_timer=2872.201793 2020-08-12 05:49:52 DEBUG: check init order needed init_order_process_timer=2972.202073 2020-08-12 05:49:53 DEBUG: check clearing time needed clearing_process_timer=2873.20328 2020-08-12 05:49:53 DEBUG: check init order needed init_order_process_timer=2973.203551 2020-08-12 05:49:54 DEBUG: check clearing time needed clearing_process_timer=2874.204734 2020-08-12 05:49:54 DEBUG: check init order needed init_order_process_timer=2974.205003 2020-08-12 05:49:55 DEBUG: check clearing time needed clearing_process_timer=2875.206224 2020-08-12 05:49:55 DEBUG: check init order needed init_order_process_timer=2975.206484 2020-08-12 05:49:56 DEBUG: check clearing time needed clearing_process_timer=2876.207661 2020-08-12 05:49:56 DEBUG: check init order needed init_order_process_timer=2976.207924 2020-08-12 05:49:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:57.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4f87eb4c-ece7-2b1c-e926-07e9831ec293", "grossValue": 37545, "homeNotional": 0.011285407967498025, "foreignNotional": 4.237106421397134}]} 2020-08-12 05:49:57 DEBUG: message ignored 2020-08-12 05:49:57 DEBUG: check clearing time needed clearing_process_timer=2877.209063 2020-08-12 05:49:57 DEBUG: check init order needed init_order_process_timer=2977.209258 2020-08-12 05:49:58 DEBUG: check clearing time needed clearing_process_timer=2878.210437 2020-08-12 05:49:58 DEBUG: check init order needed init_order_process_timer=2978.210706 2020-08-12 05:49:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 1942, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "27a1da4a-5312-7984-3398-da8ff88624eb", "grossValue": 72912390, "homeNotional": 21.916262272881166, "foreignNotional": 8228.460670353234}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d27e902-227b-36c6-6bd1-caad41d5a957", "grossValue": 60072000, "homeNotional": 18.05665274799684, "foreignNotional": 6779.3702742354135}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d4a35a66-d264-5dcc-9f1a-e15b61e791b2", "grossValue": 375450, "homeNotional": 0.11285407967498025, "foreignNotional": 42.37106421397134}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "9fdb4d01-3c5b-503d-1227-8c26af3a02b2", "grossValue": 225270000, "homeNotional": 67.71244780498814, "foreignNotional": 25422.638528382802}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b3b9038-8ee3-7a97-b100-f2e0d0dbb4b8", "grossValue": 18772500, "homeNotional": 5.642703983749013, "foreignNotional": 2118.5532106985665}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "3091b880-5fbb-a9b3-90af-ed0876708e5e", "grossValue": 4054860, "homeNotional": 1.2188240604897866, "foreignNotional": 457.60749351089044}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "189947ad-6386-7537-fc3a-bcf0a97b649c", "grossValue": 2477970, "homeNotional": 0.7448369258548696, "foreignNotional": 279.6490238122108}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "03ebd0ec-e664-8879-6cac-5ede76851c59", "grossValue": 1576890, "homeNotional": 0.47398713463491704, "foreignNotional": 177.9584696986796}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b28ecc9-18d9-10c4-8c72-77dc604f68cb", "grossValue": 2665695, "homeNotional": 0.8012639656923598, "foreignNotional": 300.8345559191965}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "762d056a-ad8e-cbbe-8cf0-11adef9a99f7", "grossValue": 37545000, "homeNotional": 11.285407967498026, "foreignNotional": 4237.106421397133}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c10661ff-de0c-74da-3bbb-a369f8a7167f", "grossValue": 18772500, "homeNotional": 5.642703983749013, "foreignNotional": 2118.5532106985665}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec809dbb-e2ff-158b-08e6-7245c75837ea", "grossValue": 37545000, "homeNotional": 11.285407967498026, "foreignNotional": 4237.106421397133}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e67bb27-c219-d2ff-0435-8b2353b05254", "grossValue": 37545, "homeNotional": 0.011285407967498025, "foreignNotional": 4.237106421397134}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "7fdaafc9-1d32-5758-13d3-749db3356906", "grossValue": 75090, "homeNotional": 0.02257081593499605, "foreignNotional": 8.474212842794268}, {"timestamp": "2020-08-12T02:49:58.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 375.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9f3e309-8ffd-b9c1-ad99-748ab499db76", "grossValue": 1576890, "homeNotional": 0.47398713463491704, "foreignNotional": 177.9584696986796}]} 2020-08-12 05:49:58 DEBUG: message ignored 2020-08-12 05:49:59 DEBUG: check clearing time needed clearing_process_timer=2879.211875 2020-08-12 05:49:59 DEBUG: check init order needed init_order_process_timer=2979.212148 2020-08-12 05:50:00 DEBUG: check clearing time needed clearing_process_timer=2880.213351 2020-08-12 05:50:00 DEBUG: check init order needed init_order_process_timer=2980.213687 2020-08-12 05:50:01 DEBUG: check clearing time needed clearing_process_timer=2881.214937 2020-08-12 05:50:01 DEBUG: check init order needed init_order_process_timer=2981.215303 2020-08-12 05:50:02 DEBUG: check clearing time needed clearing_process_timer=2882.217048 2020-08-12 05:50:02 DEBUG: check init order needed init_order_process_timer=2982.218482 2020-08-12 05:50:03 DEBUG: check clearing time needed clearing_process_timer=2883.219679 2020-08-12 05:50:03 DEBUG: check init order needed init_order_process_timer=2983.220028 2020-08-12 05:50:04 DEBUG: check clearing time needed clearing_process_timer=2884.221289 2020-08-12 05:50:04 DEBUG: check init order needed init_order_process_timer=2984.221637 2020-08-12 05:50:05 DEBUG: check clearing time needed clearing_process_timer=2885.222853 2020-08-12 05:50:05 DEBUG: check init order needed init_order_process_timer=2985.223138 2020-08-12 05:50:06 DEBUG: check clearing time needed clearing_process_timer=2886.224318 2020-08-12 05:50:06 DEBUG: check init order needed init_order_process_timer=2986.224576 2020-08-12 05:50:07 DEBUG: check clearing time needed clearing_process_timer=2887.225758 2020-08-12 05:50:07 DEBUG: check init order needed init_order_process_timer=2987.226003 2020-08-12 05:50:08 DEBUG: check clearing time needed clearing_process_timer=2888.227198 2020-08-12 05:50:08 DEBUG: check init order needed init_order_process_timer=2988.227511 2020-08-12 05:50:09 DEBUG: check clearing time needed clearing_process_timer=2889.228761 2020-08-12 05:50:09 DEBUG: check init order needed init_order_process_timer=2989.229141 2020-08-12 05:50:10 DEBUG: check clearing time needed clearing_process_timer=2890.230316 2020-08-12 05:50:10 DEBUG: check init order needed init_order_process_timer=2990.230563 2020-08-12 05:50:11 DEBUG: check clearing time needed clearing_process_timer=2891.231766 2020-08-12 05:50:11 DEBUG: check init order needed init_order_process_timer=2991.232072 2020-08-12 05:50:12 DEBUG: check clearing time needed clearing_process_timer=2892.233069 2020-08-12 05:50:12 DEBUG: check init order needed init_order_process_timer=2992.233386 2020-08-12 05:50:13 DEBUG: check clearing time needed clearing_process_timer=2893.234624 2020-08-12 05:50:13 DEBUG: check init order needed init_order_process_timer=2993.234868 2020-08-12 05:50:14 DEBUG: check clearing time needed clearing_process_timer=2894.236053 2020-08-12 05:50:14 DEBUG: check init order needed init_order_process_timer=2994.236366 2020-08-12 05:50:15 DEBUG: check clearing time needed clearing_process_timer=2895.237642 2020-08-12 05:50:15 DEBUG: check init order needed init_order_process_timer=2995.237915 2020-08-12 05:50:16 DEBUG: check clearing time needed clearing_process_timer=2896.239127 2020-08-12 05:50:16 DEBUG: check init order needed init_order_process_timer=2996.239412 2020-08-12 05:50:17 DEBUG: check clearing time needed clearing_process_timer=2897.24065 2020-08-12 05:50:17 DEBUG: check init order needed init_order_process_timer=2997.240917 2020-08-12 05:50:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:18.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "cb86332b-9fa6-f386-b5b0-092253e4d151", "grossValue": 1351440, "homeNotional": 0.40654997176736307, "foreignNotional": 152.6188594014681}, {"timestamp": "2020-08-12T02:50:18.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 854, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "783cec31-36f4-f367-7b25-d46e839b97ef", "grossValue": 32059160, "homeNotional": 9.644268774703557, "foreignNotional": 3620.4584980237155}]} 2020-08-12 05:50:18 DEBUG: message ignored 2020-08-12 05:50:18 DEBUG: check clearing time needed clearing_process_timer=2898.242143 2020-08-12 05:50:18 DEBUG: check init order needed init_order_process_timer=2998.242449 2020-08-12 05:50:19 DEBUG: check clearing time needed clearing_process_timer=2899.24366 2020-08-12 05:50:19 DEBUG: check init order needed init_order_process_timer=2999.243934 2020-08-12 05:50:20 DEBUG: check clearing time needed clearing_process_timer=2900.245123 2020-08-12 05:50:20 DEBUG: check init order needed init_order_process_timer=3000.245454 2020-08-12 05:50:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:20.983Z", "symbol": "ETHUSD", "side": "Buy", "size": 172, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "2ce8c679-95cc-0ae0-54ec-cbc8700aa409", "grossValue": 6457740, "homeNotional": 1.9424054206662902, "foreignNotional": 729.2761151891586}]} 2020-08-12 05:50:21 DEBUG: message ignored 2020-08-12 05:50:21 DEBUG: check clearing time needed clearing_process_timer=2901.246647 2020-08-12 05:50:21 DEBUG: check init order needed init_order_process_timer=3001.246909 2020-08-12 05:50:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:21.601Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "33eb248f-0bae-3a60-09a6-89689d887926", "grossValue": 7246185, "homeNotional": 2.1795595708639186, "foreignNotional": 818.3156408808583}]} 2020-08-12 05:50:21 DEBUG: message ignored 2020-08-12 05:50:22 DEBUG: check clearing time needed clearing_process_timer=2902.248081 2020-08-12 05:50:22 DEBUG: check init order needed init_order_process_timer=3002.24838 2020-08-12 05:50:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:22.829Z", "symbol": "ETHUSD", "side": "Buy", "size": 627, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "93ec51ff-a028-fa5d-fab2-90bb48551323", "grossValue": 23540715, "homeNotional": 7.080745341614906, "foreignNotional": 2658.4658385093167}]} 2020-08-12 05:50:22 DEBUG: message ignored 2020-08-12 05:50:23 DEBUG: check clearing time needed clearing_process_timer=2903.249566 2020-08-12 05:50:23 DEBUG: check init order needed init_order_process_timer=3003.249876 2020-08-12 05:50:24 DEBUG: check clearing time needed clearing_process_timer=2904.251042 2020-08-12 05:50:24 DEBUG: check init order needed init_order_process_timer=3004.251342 2020-08-12 05:50:25 DEBUG: check clearing time needed clearing_process_timer=2905.252558 2020-08-12 05:50:25 DEBUG: check init order needed init_order_process_timer=3005.252829 2020-08-12 05:50:26 DEBUG: check clearing time needed clearing_process_timer=2906.254001 2020-08-12 05:50:26 DEBUG: check init order needed init_order_process_timer=3006.254244 2020-08-12 05:50:27 DEBUG: check clearing time needed clearing_process_timer=2907.255423 2020-08-12 05:50:27 DEBUG: check init order needed init_order_process_timer=3007.255682 2020-08-12 05:50:28 DEBUG: check clearing time needed clearing_process_timer=2908.256907 2020-08-12 05:50:28 DEBUG: check init order needed init_order_process_timer=3008.257241 2020-08-12 05:50:29 DEBUG: check clearing time needed clearing_process_timer=2909.258447 2020-08-12 05:50:29 DEBUG: check init order needed init_order_process_timer=3009.258712 2020-08-12 05:50:30 DEBUG: check clearing time needed clearing_process_timer=2910.259886 2020-08-12 05:50:30 DEBUG: check init order needed init_order_process_timer=3010.260193 2020-08-12 05:50:31 DEBUG: check clearing time needed clearing_process_timer=2911.261366 2020-08-12 05:50:31 DEBUG: check init order needed init_order_process_timer=3011.2617 2020-08-12 05:50:32 DEBUG: check clearing time needed clearing_process_timer=2912.262768 2020-08-12 05:50:32 DEBUG: check init order needed init_order_process_timer=3012.263031 2020-08-12 05:50:33 DEBUG: check clearing time needed clearing_process_timer=2913.263732 2020-08-12 05:50:33 DEBUG: check init order needed init_order_process_timer=3013.26425 2020-08-12 05:50:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:33.251Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "585d28a7-1a80-f553-c33d-c89d1fc26466", "grossValue": 4655580, "homeNotional": 1.4003387916431396, "foreignNotional": 525.7571993224167}, {"timestamp": "2020-08-12T02:50:33.251Z", "symbol": "ETHUSD", "side": "Buy", "size": 519, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6340598-310d-cf63-c693-a8b57f55353a", "grossValue": 19485855, "homeNotional": 5.861095426312818, "foreignNotional": 2200.5482778091473}]} 2020-08-12 05:50:33 DEBUG: message ignored 2020-08-12 05:50:34 DEBUG: check clearing time needed clearing_process_timer=2914.265484 2020-08-12 05:50:34 DEBUG: check init order needed init_order_process_timer=3014.265781 2020-08-12 05:50:35 DEBUG: check clearing time needed clearing_process_timer=2915.266054 2020-08-12 05:50:35 DEBUG: check init order needed init_order_process_timer=3015.266328 2020-08-12 05:50:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:36.009Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "5ba72124-3639-8193-d7d2-4a24e6bc8fd5", "grossValue": 412940, "homeNotional": 0.12422360248447205, "foreignNotional": 46.63354037267081}]} 2020-08-12 05:50:36 DEBUG: message ignored 2020-08-12 05:50:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:36.014Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d467b08-8157-0d0d-acb1-1eafc8a5aaba", "grossValue": 375400, "homeNotional": 0.11293054771315642, "foreignNotional": 42.39412761151892}]} 2020-08-12 05:50:36 DEBUG: message ignored 2020-08-12 05:50:36 DEBUG: check clearing time needed clearing_process_timer=2916.266605 2020-08-12 05:50:36 DEBUG: check init order needed init_order_process_timer=3016.266944 2020-08-12 05:50:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "9234b358-7a97-a161-90c0-12cd9ab67473", "grossValue": 18772500, "homeNotional": 5.64652738565782, "foreignNotional": 2119.988706945229}, {"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 471, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0361420e-1755-333a-d5fb-f696ee07ba6b", "grossValue": 17683695, "homeNotional": 5.319028797289667, "foreignNotional": 1997.0293619424053}, {"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 230, "price": 375.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "8bd37224-9d1f-874f-2a09-eea2cf617ae0", "grossValue": 8635350, "homeNotional": 2.5974025974025974, "foreignNotional": 975.1948051948052}, {"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 525, "price": 375.5, "tickDirection": "PlusTick", "trdMatchID": "342df20d-1d73-e356-7af3-f95abd912491", "grossValue": 19713750, "homeNotional": 5.928853754940712, "foreignNotional": 2226.284584980237}, {"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef7b15fb-b73c-7c1d-3a25-7f65cd8eb921", "grossValue": 9387500, "homeNotional": 2.82326369282891, "foreignNotional": 1060.1355166572557}, {"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "49b8221e-08b4-f88e-1da5-b73482b8b5df", "grossValue": 18775000, "homeNotional": 5.64652738565782, "foreignNotional": 2120.2710333145114}, {"timestamp": "2020-08-12T02:50:36.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 375.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f961f9ae-7de6-5252-f84f-5646ce0cb667", "grossValue": 225300000, "homeNotional": 67.75832862789385, "foreignNotional": 25443.252399774137}]} 2020-08-12 05:50:36 DEBUG: message ignored 2020-08-12 05:50:37 DEBUG: check clearing time needed clearing_process_timer=2917.267764 2020-08-12 05:50:37 DEBUG: check init order needed init_order_process_timer=3017.268023 2020-08-12 05:50:38 DEBUG: check clearing time needed clearing_process_timer=2918.269198 2020-08-12 05:50:38 DEBUG: check init order needed init_order_process_timer=3018.269465 2020-08-12 05:50:39 DEBUG: check clearing time needed clearing_process_timer=2919.270642 2020-08-12 05:50:39 DEBUG: check init order needed init_order_process_timer=3019.270949 2020-08-12 05:50:40 DEBUG: check clearing time needed clearing_process_timer=2920.27215 2020-08-12 05:50:40 DEBUG: check init order needed init_order_process_timer=3020.272399 2020-08-12 05:50:41 DEBUG: check clearing time needed clearing_process_timer=2921.273615 2020-08-12 05:50:41 DEBUG: check init order needed init_order_process_timer=3021.273865 2020-08-12 05:50:42 DEBUG: check clearing time needed clearing_process_timer=2922.275051 2020-08-12 05:50:42 DEBUG: check init order needed init_order_process_timer=3022.275329 2020-08-12 05:50:43 DEBUG: check clearing time needed clearing_process_timer=2923.276503 2020-08-12 05:50:43 DEBUG: check init order needed init_order_process_timer=3023.276818 2020-08-12 05:50:44 DEBUG: check clearing time needed clearing_process_timer=2924.277062 2020-08-12 05:50:44 DEBUG: check init order needed init_order_process_timer=3024.277296 2020-08-12 05:50:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:44.629Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 375.55, "tickDirection": "PlusTick", "trdMatchID": "b8dfb4af-c546-dadd-0239-87011070850d", "grossValue": 1502200, "homeNotional": 0.45172219085262566, "foreignNotional": 169.64426877470356}, {"timestamp": "2020-08-12T02:50:44.629Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8746a5c-4783-1a8f-3a90-cb852e12fc60", "grossValue": 1126650, "homeNotional": 0.33879164313946925, "foreignNotional": 127.23320158102767}, {"timestamp": "2020-08-12T02:50:44.629Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd69d5d2-0e52-1280-7c95-501e49b50fb7", "grossValue": 14796670, "homeNotional": 4.449463579898363, "foreignNotional": 1670.99604743083}]} 2020-08-12 05:50:44 DEBUG: message ignored 2020-08-12 05:50:45 DEBUG: check clearing time needed clearing_process_timer=2925.27849 2020-08-12 05:50:45 DEBUG: check init order needed init_order_process_timer=3025.278755 2020-08-12 05:50:46 DEBUG: check clearing time needed clearing_process_timer=2926.279935 2020-08-12 05:50:46 DEBUG: check init order needed init_order_process_timer=3026.280168 2020-08-12 05:50:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 11524, "price": 375.5, "tickDirection": "MinusTick", "trdMatchID": "de52d3d8-98d2-65da-4276-bcdd773a4e2d", "grossValue": 432726200, "homeNotional": 130.14116318464144, "foreignNotional": 48868.006775832866}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "abef13f2-7eb7-5913-330d-0f8856441149", "grossValue": 225300000, "homeNotional": 67.75832862789385, "foreignNotional": 25443.252399774137}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 3054, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "80e2b9d4-c4da-1879-7533-d7a2a64e7efe", "grossValue": 114677700, "homeNotional": 34.488989271597966, "foreignNotional": 12950.615471485036}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 2769, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "0206899d-3a82-c03c-c68f-9e43a43513be", "grossValue": 103975950, "homeNotional": 31.27046866177301, "foreignNotional": 11742.060982495765}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 129, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "bdc2efcb-cb97-3f80-ec26-e17c71dba110", "grossValue": 4843950, "homeNotional": 1.4568040654997176, "foreignNotional": 547.0299265951439}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "00847ba8-457c-d453-d1d7-fe0071b97877", "grossValue": 18775000, "homeNotional": 5.64652738565782, "foreignNotional": 2120.2710333145114}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9614c780-cfa5-0305-5770-e006ba12b4d4", "grossValue": 18775000, "homeNotional": 5.64652738565782, "foreignNotional": 2120.2710333145114}, {"timestamp": "2020-08-12T02:50:46.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "fbd4b481-9435-d0ea-bf70-7a9867847fae", "grossValue": 37550000, "homeNotional": 11.29305477131564, "foreignNotional": 4240.542066629023}]} 2020-08-12 05:50:46 DEBUG: message ignored 2020-08-12 05:50:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:46.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "83f38a40-4a23-3220-0286-ea785176234a", "grossValue": 1502000, "homeNotional": 0.45172219085262566, "foreignNotional": 169.62168266516093}]} 2020-08-12 05:50:46 DEBUG: message ignored 2020-08-12 05:50:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:47.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f93379c-2a74-ec3c-9ef1-eb1447d5c1e6", "grossValue": 1689750, "homeNotional": 0.5081874647092038, "foreignNotional": 190.82439299830605}]} 2020-08-12 05:50:47 DEBUG: message ignored 2020-08-12 05:50:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:47.141Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "4dbaa174-6983-5da4-fbf9-effb87e4be21", "grossValue": 1502000, "homeNotional": 0.45172219085262566, "foreignNotional": 169.62168266516093}]} 2020-08-12 05:50:47 DEBUG: message ignored 2020-08-12 05:50:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:47.150Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 375.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbde8aaf-4fea-a30b-dc0f-e1d81b5dd98a", "grossValue": 675900, "homeNotional": 0.20327498588368154, "foreignNotional": 76.32975719932242}]} 2020-08-12 05:50:47 DEBUG: message ignored 2020-08-12 05:50:47 DEBUG: check clearing time needed clearing_process_timer=2927.28134 2020-08-12 05:50:47 DEBUG: check init order needed init_order_process_timer=3027.281638 2020-08-12 05:50:48 DEBUG: check clearing time needed clearing_process_timer=2928.282815 2020-08-12 05:50:48 DEBUG: check init order needed init_order_process_timer=3028.283109 2020-08-12 05:50:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:48.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "c7276264-e7e4-9399-1cbd-ebe59eff04d4", "grossValue": 300320, "homeNotional": 0.09034443817052512, "foreignNotional": 33.91530208921513}, {"timestamp": "2020-08-12T02:50:48.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "504956b7-350f-df09-b352-e3e31dceac2d", "grossValue": 1088660, "homeNotional": 0.3274985883681536, "foreignNotional": 122.94297007340485}, {"timestamp": "2020-08-12T02:50:48.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 375.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c66d19fc-7caa-0490-e64c-d9dfb31a3e31", "grossValue": 750800, "homeNotional": 0.22586109542631283, "foreignNotional": 84.78825522303784}]} 2020-08-12 05:50:48 DEBUG: message ignored 2020-08-12 05:50:49 DEBUG: check clearing time needed clearing_process_timer=2929.284317 2020-08-12 05:50:49 DEBUG: check init order needed init_order_process_timer=3029.28457 2020-08-12 05:50:50 DEBUG: check clearing time needed clearing_process_timer=2930.285732 2020-08-12 05:50:50 DEBUG: check init order needed init_order_process_timer=3030.285967 2020-08-12 05:50:51 DEBUG: check clearing time needed clearing_process_timer=2931.287129 2020-08-12 05:50:51 DEBUG: check init order needed init_order_process_timer=3031.287376 2020-08-12 05:50:52 DEBUG: check clearing time needed clearing_process_timer=2932.288544 2020-08-12 05:50:52 DEBUG: check init order needed init_order_process_timer=3032.288792 2020-08-12 05:50:53 DEBUG: check clearing time needed clearing_process_timer=2933.289958 2020-08-12 05:50:53 DEBUG: check init order needed init_order_process_timer=3033.290233 2020-08-12 05:50:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:54.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.35, "tickDirection": "MinusTick", "trdMatchID": "3ae7fcf7-3e30-c6ae-e246-199be0ffd80f", "grossValue": 487955, "homeNotional": 0.14680971202710333, "foreignNotional": 55.10502540937323}]} 2020-08-12 05:50:54 DEBUG: message ignored 2020-08-12 05:50:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:54.034Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "39223f6b-7877-ffd8-e62e-16adb0ac6ed8", "grossValue": 487955, "homeNotional": 0.14680971202710333, "foreignNotional": 55.10502540937323}]} 2020-08-12 05:50:54 DEBUG: message ignored 2020-08-12 05:50:54 DEBUG: check clearing time needed clearing_process_timer=2934.291415 2020-08-12 05:50:54 DEBUG: check init order needed init_order_process_timer=3034.291699 2020-08-12 05:50:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:50:54.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "97a7b784-19e5-8b92-d79b-e0951cbc8acb", "grossValue": 18770000, "homeNotional": 5.64652738565782, "foreignNotional": 2119.706380575946}, {"timestamp": "2020-08-12T02:50:54.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "8d9b2570-ba5d-fe41-d950-71308eb39393", "grossValue": 37540000, "homeNotional": 11.29305477131564, "foreignNotional": 4239.412761151892}, {"timestamp": "2020-08-12T02:50:54.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "94069e52-91b7-0d16-1e05-f089cbffe09f", "grossValue": 18770000, "homeNotional": 5.64652738565782, "foreignNotional": 2119.706380575946}]} 2020-08-12 05:50:54 DEBUG: message ignored 2020-08-12 05:50:55 DEBUG: check clearing time needed clearing_process_timer=2935.292876 2020-08-12 05:50:55 DEBUG: check init order needed init_order_process_timer=3035.293205 2020-08-12 05:50:56 DEBUG: check clearing time needed clearing_process_timer=2936.294389 2020-08-12 05:50:56 DEBUG: check init order needed init_order_process_timer=3036.294646 2020-08-12 05:50:57 DEBUG: check clearing time needed clearing_process_timer=2937.295831 2020-08-12 05:50:57 DEBUG: check init order needed init_order_process_timer=3037.2961 2020-08-12 05:50:58 DEBUG: check clearing time needed clearing_process_timer=2938.2973 2020-08-12 05:50:58 DEBUG: check init order needed init_order_process_timer=3038.297556 2020-08-12 05:50:59 DEBUG: check clearing time needed clearing_process_timer=2939.298768 2020-08-12 05:50:59 DEBUG: check init order needed init_order_process_timer=3039.299045 2020-08-12 05:51:00 DEBUG: check clearing time needed clearing_process_timer=2940.300223 2020-08-12 05:51:00 DEBUG: check init order needed init_order_process_timer=3040.300492 2020-08-12 05:51:01 DEBUG: check clearing time needed clearing_process_timer=2941.301099 2020-08-12 05:51:01 DEBUG: check init order needed init_order_process_timer=3041.3014 2020-08-12 05:51:02 DEBUG: check clearing time needed clearing_process_timer=2942.302677 2020-08-12 05:51:02 DEBUG: check init order needed init_order_process_timer=3042.303013 2020-08-12 05:51:03 DEBUG: check clearing time needed clearing_process_timer=2943.30422 2020-08-12 05:51:03 DEBUG: check init order needed init_order_process_timer=3043.304482 2020-08-12 05:51:04 DEBUG: check clearing time needed clearing_process_timer=2944.305687 2020-08-12 05:51:04 DEBUG: check init order needed init_order_process_timer=3044.305977 2020-08-12 05:51:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:04.374Z", "symbol": "ETHUSD", "side": "Sell", "size": 1552, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a624ecee-980c-b437-9189-9b9fc5a6ffc5", "grossValue": 58262080, "homeNotional": 17.512976754682917, "foreignNotional": 6574.371473707966}, {"timestamp": "2020-08-12T02:51:04.374Z", "symbol": "ETHUSD", "side": "Sell", "size": 810, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "58219fff-4ea9-e7b7-8845-f1ed0019968f", "grossValue": 30407400, "homeNotional": 9.14014895057549, "foreignNotional": 3431.2119160460393}, {"timestamp": "2020-08-12T02:51:04.374Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "19e3bfca-add4-56e9-6f02-a4861a57e4fc", "grossValue": 1238820, "homeNotional": 0.37237643872714965, "foreignNotional": 139.79011509817198}]} 2020-08-12 05:51:04 DEBUG: message ignored 2020-08-12 05:51:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:04.490Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.45, "tickDirection": "PlusTick", "trdMatchID": "93f90969-0950-fd8c-5cbd-055fbb6a9518", "grossValue": 375450, "homeNotional": 0.11284134506883323, "foreignNotional": 42.36628300609343}]} 2020-08-12 05:51:04 DEBUG: message ignored 2020-08-12 05:51:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:04.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.4, "tickDirection": "MinusTick", "trdMatchID": "eea2758c-fc17-dfda-8093-b284961e7908", "grossValue": 375400, "homeNotional": 0.11284134506883323, "foreignNotional": 42.36064093883999}]} 2020-08-12 05:51:04 DEBUG: message ignored 2020-08-12 05:51:05 DEBUG: check clearing time needed clearing_process_timer=2945.307187 2020-08-12 05:51:05 DEBUG: check init order needed init_order_process_timer=3045.307457 2020-08-12 05:51:06 DEBUG: check clearing time needed clearing_process_timer=2946.308627 2020-08-12 05:51:06 DEBUG: check init order needed init_order_process_timer=3046.308936 2020-08-12 05:51:07 DEBUG: check clearing time needed clearing_process_timer=2947.310157 2020-08-12 05:51:07 DEBUG: check init order needed init_order_process_timer=3047.310474 2020-08-12 05:51:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:08.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 375.35, "tickDirection": "MinusTick", "trdMatchID": "e6bc7a73-b825-ef83-624d-2bcefc040f0a", "grossValue": 112605, "homeNotional": 0.033852403520649964, "foreignNotional": 12.706499661475965}, {"timestamp": "2020-08-12T02:51:08.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 388, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "018c7404-ae07-4119-d420-2cee5c3c4a7e", "grossValue": 14563580, "homeNotional": 4.378244188670729, "foreignNotional": 1643.373956217558}]} 2020-08-12 05:51:08 DEBUG: message ignored 2020-08-12 05:51:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:08.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 203, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7343f47-7a07-f0c7-9fc0-a029bdad6983", "grossValue": 7619605, "homeNotional": 2.2906793048973144, "foreignNotional": 859.8064770932069}]} 2020-08-12 05:51:08 DEBUG: message ignored 2020-08-12 05:51:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:08.072Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5fde4c0-d791-b4ea-daa2-a3f02ea840e7", "grossValue": 450420, "homeNotional": 0.13540961408259986, "foreignNotional": 50.82599864590386}]} 2020-08-12 05:51:08 DEBUG: message ignored 2020-08-12 05:51:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:08.074Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b2b860e-b55b-9a62-8132-5b198027f2cd", "grossValue": 450420, "homeNotional": 0.13540961408259986, "foreignNotional": 50.82599864590386}]} 2020-08-12 05:51:08 DEBUG: message ignored 2020-08-12 05:51:08 DEBUG: check clearing time needed clearing_process_timer=2948.311696 2020-08-12 05:51:08 DEBUG: check init order needed init_order_process_timer=3048.311962 2020-08-12 05:51:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:08.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "9f8730c8-6eec-c57b-9f1b-ba04a05c1cd6", "grossValue": 1088225, "homeNotional": 0.32723990069961634, "foreignNotional": 122.79677273753103}, {"timestamp": "2020-08-12T02:51:08.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "96b92694-501c-5d9c-f9eb-b7c596db4360", "grossValue": 1088080, "homeNotional": 0.32723990069961634, "foreignNotional": 122.78041074249604}, {"timestamp": "2020-08-12T02:51:08.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "afe3039b-ff3c-887a-3908-3919913880ad", "grossValue": 1087790, "homeNotional": 0.32723990069961634, "foreignNotional": 122.74768675242609}, {"timestamp": "2020-08-12T02:51:08.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "9255ba37-29b9-29dd-502a-40e5db4b0184", "grossValue": 187525, "homeNotional": 0.05642067253441661, "foreignNotional": 21.16057323403295}, {"timestamp": "2020-08-12T02:51:08.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0fa2bb35-85d3-2a84-12a4-89f3b86bbe3d", "grossValue": 300040, "homeNotional": 0.09027307605506657, "foreignNotional": 33.85691717445272}, {"timestamp": "2020-08-12T02:51:08.554Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "90264fbc-968a-3bcf-775d-6c9940e53222", "grossValue": 15002000, "homeNotional": 4.513653802753328, "foreignNotional": 1692.845858722636}]} 2020-08-12 05:51:08 DEBUG: message ignored 2020-08-12 05:51:09 DEBUG: check clearing time needed clearing_process_timer=2949.313128 2020-08-12 05:51:09 DEBUG: check init order needed init_order_process_timer=3049.31339 2020-08-12 05:51:10 DEBUG: check clearing time needed clearing_process_timer=2950.314565 2020-08-12 05:51:10 DEBUG: check init order needed init_order_process_timer=3050.314846 2020-08-12 05:51:11 DEBUG: check clearing time needed clearing_process_timer=2951.316026 2020-08-12 05:51:11 DEBUG: check init order needed init_order_process_timer=3051.31631 2020-08-12 05:51:12 DEBUG: check clearing time needed clearing_process_timer=2952.317512 2020-08-12 05:51:12 DEBUG: check init order needed init_order_process_timer=3052.317803 2020-08-12 05:51:13 DEBUG: check clearing time needed clearing_process_timer=2953.318981 2020-08-12 05:51:13 DEBUG: check init order needed init_order_process_timer=3053.319242 2020-08-12 05:51:14 DEBUG: check clearing time needed clearing_process_timer=2954.320429 2020-08-12 05:51:14 DEBUG: check init order needed init_order_process_timer=3054.320715 2020-08-12 05:51:15 DEBUG: check clearing time needed clearing_process_timer=2955.321914 2020-08-12 05:51:15 DEBUG: check init order needed init_order_process_timer=3055.322196 2020-08-12 05:51:16 DEBUG: check clearing time needed clearing_process_timer=2956.323372 2020-08-12 05:51:16 DEBUG: check init order needed init_order_process_timer=3056.323644 2020-08-12 05:51:17 DEBUG: check clearing time needed clearing_process_timer=2957.324866 2020-08-12 05:51:17 DEBUG: check init order needed init_order_process_timer=3057.325178 2020-08-12 05:51:18 DEBUG: check clearing time needed clearing_process_timer=2958.326353 2020-08-12 05:51:18 DEBUG: check init order needed init_order_process_timer=3058.326603 2020-08-12 05:51:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:18.386Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "b2aa7624-771e-40c8-123e-d136fe59af7c", "grossValue": 37505, "homeNotional": 0.011284134506883321, "foreignNotional": 4.23211464680659}]} 2020-08-12 05:51:18 DEBUG: message ignored 2020-08-12 05:51:19 DEBUG: check clearing time needed clearing_process_timer=2959.32781 2020-08-12 05:51:19 DEBUG: check init order needed init_order_process_timer=3059.328129 2020-08-12 05:51:20 DEBUG: check clearing time needed clearing_process_timer=2960.329074 2020-08-12 05:51:20 DEBUG: check init order needed init_order_process_timer=3060.329361 2020-08-12 05:51:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:20.580Z", "symbol": "ETHUSD", "side": "Sell", "size": 600, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f66be624-c92e-fd9e-77b2-959a095ccc90", "grossValue": 22503000, "homeNotional": 6.7704807041299935, "foreignNotional": 2539.268788083954}]} 2020-08-12 05:51:20 DEBUG: message ignored 2020-08-12 05:51:21 DEBUG: check clearing time needed clearing_process_timer=2961.330561 2020-08-12 05:51:21 DEBUG: check init order needed init_order_process_timer=3061.330896 2020-08-12 05:51:22 DEBUG: check clearing time needed clearing_process_timer=2962.332206 2020-08-12 05:51:22 DEBUG: check init order needed init_order_process_timer=3062.332465 2020-08-12 05:51:23 DEBUG: check clearing time needed clearing_process_timer=2963.33363 2020-08-12 05:51:23 DEBUG: check init order needed init_order_process_timer=3063.333872 2020-08-12 05:51:24 DEBUG: check clearing time needed clearing_process_timer=2964.335066 2020-08-12 05:51:24 DEBUG: check init order needed init_order_process_timer=3064.335359 2020-08-12 05:51:25 DEBUG: check clearing time needed clearing_process_timer=2965.336598 2020-08-12 05:51:25 DEBUG: check init order needed init_order_process_timer=3065.33686 2020-08-12 05:51:26 DEBUG: check clearing time needed clearing_process_timer=2966.338113 2020-08-12 05:51:26 DEBUG: check init order needed init_order_process_timer=3066.338363 2020-08-12 05:51:27 DEBUG: check clearing time needed clearing_process_timer=2967.339535 2020-08-12 05:51:27 DEBUG: check init order needed init_order_process_timer=3067.339798 2020-08-12 05:51:28 DEBUG: check clearing time needed clearing_process_timer=2968.341038 2020-08-12 05:51:28 DEBUG: check init order needed init_order_process_timer=3068.341298 2020-08-12 05:51:29 DEBUG: check clearing time needed clearing_process_timer=2969.342483 2020-08-12 05:51:29 DEBUG: check init order needed init_order_process_timer=3069.342799 2020-08-12 05:51:30 DEBUG: check clearing time needed clearing_process_timer=2970.343998 2020-08-12 05:51:30 DEBUG: check init order needed init_order_process_timer=3070.344244 2020-08-12 05:51:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:30.830Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "d0ba44da-6e49-5c40-af39-dca0dbf48ade", "grossValue": 187550, "homeNotional": 0.05636978579481398, "foreignNotional": 21.144306651634725}, {"timestamp": "2020-08-12T02:51:30.830Z", "symbol": "ETHUSD", "side": "Buy", "size": 495, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "47765741-70a3-383a-7cd3-d485a32bcb44", "grossValue": 18567450, "homeNotional": 5.580608793686584, "foreignNotional": 2093.2863585118375}]} 2020-08-12 05:51:30 DEBUG: message ignored 2020-08-12 05:51:31 DEBUG: check clearing time needed clearing_process_timer=2971.345458 2020-08-12 05:51:31 DEBUG: check init order needed init_order_process_timer=3071.345794 2020-08-12 05:51:32 DEBUG: check clearing time needed clearing_process_timer=2972.346967 2020-08-12 05:51:32 DEBUG: check init order needed init_order_process_timer=3072.347214 2020-08-12 05:51:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:32.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "0fc8bc5d-eeaa-3583-52b5-9dd592446837", "grossValue": 412555, "homeNotional": 0.12401352874859076, "foreignNotional": 46.51127395715896}]} 2020-08-12 05:51:32 DEBUG: message ignored 2020-08-12 05:51:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:32.684Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9e16cf2-a700-d9a0-381c-c191ae21e5b2", "grossValue": 487565, "homeNotional": 0.14656144306651633, "foreignNotional": 54.96786922209696}]} 2020-08-12 05:51:32 DEBUG: message ignored 2020-08-12 05:51:33 DEBUG: check clearing time needed clearing_process_timer=2973.348382 2020-08-12 05:51:33 DEBUG: check init order needed init_order_process_timer=3073.348693 2020-08-12 05:51:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:33.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "2947c60b-cfb8-2956-3b6e-756d32c797e5", "grossValue": 187550, "homeNotional": 0.05636978579481398, "foreignNotional": 21.144306651634725}, {"timestamp": "2020-08-12T02:51:33.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "e609ad58-9632-7830-98d5-3e93645dc55f", "grossValue": 1125300, "homeNotional": 0.3382187147688839, "foreignNotional": 126.86583990980834}, {"timestamp": "2020-08-12T02:51:33.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "eac1dc6a-c6ae-42ca-22f7-5951a0b699df", "grossValue": 18755000, "homeNotional": 5.636978579481398, "foreignNotional": 2114.4306651634724}]} 2020-08-12 05:51:33 DEBUG: message ignored 2020-08-12 05:51:34 DEBUG: check clearing time needed clearing_process_timer=2974.349894 2020-08-12 05:51:34 DEBUG: check init order needed init_order_process_timer=3074.350155 2020-08-12 05:51:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:34.896Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "4b8a8ba2-f1d5-c139-4be7-da9b3204feac", "grossValue": 1125600, "homeNotional": 0.3382187147688839, "foreignNotional": 126.89966178128523}]} 2020-08-12 05:51:34 DEBUG: message ignored 2020-08-12 05:51:35 DEBUG: check clearing time needed clearing_process_timer=2975.351369 2020-08-12 05:51:35 DEBUG: check init order needed init_order_process_timer=3075.351686 2020-08-12 05:51:36 DEBUG: check clearing time needed clearing_process_timer=2976.352907 2020-08-12 05:51:36 DEBUG: check init order needed init_order_process_timer=3076.353221 2020-08-12 05:51:37 DEBUG: check clearing time needed clearing_process_timer=2977.354411 2020-08-12 05:51:37 DEBUG: check init order needed init_order_process_timer=3077.354675 2020-08-12 05:51:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:37.571Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "d65aff56-ae0b-929e-5353-f55a25bff077", "grossValue": 1125750, "homeNotional": 0.3382187147688839, "foreignNotional": 126.91657271702367}]} 2020-08-12 05:51:37 DEBUG: message ignored 2020-08-12 05:51:38 DEBUG: check clearing time needed clearing_process_timer=2978.355852 2020-08-12 05:51:38 DEBUG: check init order needed init_order_process_timer=3078.356121 2020-08-12 05:51:39 DEBUG: check clearing time needed clearing_process_timer=2979.357315 2020-08-12 05:51:39 DEBUG: check init order needed init_order_process_timer=3079.357584 2020-08-12 05:51:40 DEBUG: check clearing time needed clearing_process_timer=2980.358893 2020-08-12 05:51:40 DEBUG: check init order needed init_order_process_timer=3080.359178 2020-08-12 05:51:41 DEBUG: check clearing time needed clearing_process_timer=2981.360374 2020-08-12 05:51:41 DEBUG: check init order needed init_order_process_timer=3081.360632 2020-08-12 05:51:42 DEBUG: check clearing time needed clearing_process_timer=2982.361837 2020-08-12 05:51:42 DEBUG: check init order needed init_order_process_timer=3082.362143 2020-08-12 05:51:43 DEBUG: check clearing time needed clearing_process_timer=2983.36331 2020-08-12 05:51:43 DEBUG: check init order needed init_order_process_timer=3083.363572 2020-08-12 05:51:44 DEBUG: check clearing time needed clearing_process_timer=2984.364748 2020-08-12 05:51:44 DEBUG: check init order needed init_order_process_timer=3084.365042 2020-08-12 05:51:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:45.232Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "8fc22e98-bf28-6c8d-202b-241731458b0d", "grossValue": 487955, "homeNotional": 0.14656144306651633, "foreignNotional": 55.01183765501691}, {"timestamp": "2020-08-12T02:51:45.232Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "281111cb-815f-9ce1-0623-88bb1bb00cea", "grossValue": 1126050, "homeNotional": 0.3382187147688839, "foreignNotional": 126.95039458850056}, {"timestamp": "2020-08-12T02:51:45.232Z", "symbol": "ETHUSD", "side": "Buy", "size": 95, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e74b528-be48-4406-40cf-dbe8fa575bb5", "grossValue": 3565825, "homeNotional": 1.0710259301014655, "foreignNotional": 402.00958286358514}]} 2020-08-12 05:51:45 DEBUG: message ignored 2020-08-12 05:51:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:45.270Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "d4227593-f6dc-c585-705a-fb00b01f69e2", "grossValue": 487890, "homeNotional": 0.14656144306651633, "foreignNotional": 55.004509582863584}]} 2020-08-12 05:51:45 DEBUG: message ignored 2020-08-12 05:51:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:51:45.274Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "8153c64d-2d72-1175-ff12-d8bf0cc9a171", "grossValue": 375300, "homeNotional": 0.11273957158962795, "foreignNotional": 42.311161217587376}]} 2020-08-12 05:51:45 DEBUG: message ignored 2020-08-12 05:51:45 DEBUG: check clearing time needed clearing_process_timer=2985.366237 2020-08-12 05:51:45 DEBUG: check init order needed init_order_process_timer=3085.366523 2020-08-12 05:51:46 DEBUG: check clearing time needed clearing_process_timer=2986.367698 2020-08-12 05:51:46 DEBUG: check init order needed init_order_process_timer=3086.367953 2020-08-12 05:51:47 DEBUG: check clearing time needed clearing_process_timer=2987.369149 2020-08-12 05:51:47 DEBUG: check init order needed init_order_process_timer=3087.369404 2020-08-12 05:51:48 DEBUG: check clearing time needed clearing_process_timer=2988.370604 2020-08-12 05:51:48 DEBUG: check init order needed init_order_process_timer=3088.370869 2020-08-12 05:51:49 DEBUG: check clearing time needed clearing_process_timer=2989.372048 2020-08-12 05:51:49 DEBUG: check init order needed init_order_process_timer=3089.37231 2020-08-12 05:51:50 DEBUG: check clearing time needed clearing_process_timer=2990.373509 2020-08-12 05:51:50 DEBUG: check init order needed init_order_process_timer=3090.373791 2020-08-12 05:51:51 DEBUG: check clearing time needed clearing_process_timer=2991.37499 2020-08-12 05:51:51 DEBUG: check init order needed init_order_process_timer=3091.375264 2020-08-12 05:51:52 DEBUG: check clearing time needed clearing_process_timer=2992.37647 2020-08-12 05:51:52 DEBUG: check init order needed init_order_process_timer=3092.376797 2020-08-12 05:51:53 DEBUG: check clearing time needed clearing_process_timer=2993.378016 2020-08-12 05:51:53 DEBUG: check init order needed init_order_process_timer=3093.378285 2020-08-12 05:51:54 DEBUG: check clearing time needed clearing_process_timer=2994.379521 2020-08-12 05:51:54 DEBUG: check init order needed init_order_process_timer=3094.379798 2020-08-12 05:51:55 DEBUG: check clearing time needed clearing_process_timer=2995.380988 2020-08-12 05:51:55 DEBUG: check init order needed init_order_process_timer=3095.381335 2020-08-12 05:51:56 DEBUG: check clearing time needed clearing_process_timer=2996.382578 2020-08-12 05:51:56 DEBUG: check init order needed init_order_process_timer=3096.382881 2020-08-12 05:51:57 DEBUG: check clearing time needed clearing_process_timer=2997.384085 2020-08-12 05:51:57 DEBUG: check init order needed init_order_process_timer=3097.384375 2020-08-12 05:51:58 DEBUG: check clearing time needed clearing_process_timer=2998.385577 2020-08-12 05:51:58 DEBUG: check init order needed init_order_process_timer=3098.385872 2020-08-12 05:51:59 DEBUG: check clearing time needed clearing_process_timer=2999.387084 2020-08-12 05:51:59 DEBUG: check init order needed init_order_process_timer=3099.38738 2020-08-12 05:52:00 DEBUG: check clearing time needed clearing_process_timer=3000.388585 2020-08-12 05:52:00 DEBUG: check init order needed init_order_process_timer=3100.388928 2020-08-12 05:52:01 DEBUG: check clearing time needed clearing_process_timer=3001.390239 2020-08-12 05:52:01 DEBUG: check init order needed init_order_process_timer=3101.39058 2020-08-12 05:52:02 DEBUG: check clearing time needed clearing_process_timer=3002.392836 2020-08-12 05:52:02 DEBUG: check init order needed init_order_process_timer=3102.399393 2020-08-12 05:52:03 DEBUG: check clearing time needed clearing_process_timer=3003.400982 2020-08-12 05:52:03 DEBUG: check init order needed init_order_process_timer=3103.401298 2020-08-12 05:52:04 DEBUG: check clearing time needed clearing_process_timer=3004.402527 2020-08-12 05:52:04 DEBUG: check init order needed init_order_process_timer=3104.402797 2020-08-12 05:52:05 DEBUG: check clearing time needed clearing_process_timer=3005.403971 2020-08-12 05:52:05 DEBUG: check init order needed init_order_process_timer=3105.404273 2020-08-12 05:52:06 DEBUG: check clearing time needed clearing_process_timer=3006.405466 2020-08-12 05:52:06 DEBUG: check init order needed init_order_process_timer=3106.405784 2020-08-12 05:52:07 DEBUG: check clearing time needed clearing_process_timer=3007.407019 2020-08-12 05:52:07 DEBUG: check init order needed init_order_process_timer=3107.407343 2020-08-12 05:52:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:07.743Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2a22f06-6001-9b01-b4da-10dca0907743", "grossValue": 187650, "homeNotional": 0.05640157924421884, "foreignNotional": 21.16751269035533}]} 2020-08-12 05:52:07 DEBUG: message ignored 2020-08-12 05:52:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:08.229Z", "symbol": "ETHUSD", "side": "Buy", "size": 888, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "5ec40b20-a01f-d454-efd7-071d5fddb907", "grossValue": 33331080, "homeNotional": 10.016920473773265, "foreignNotional": 3759.851099830795}]} 2020-08-12 05:52:08 DEBUG: message ignored 2020-08-12 05:52:08 DEBUG: check clearing time needed clearing_process_timer=3008.408601 2020-08-12 05:52:08 DEBUG: check init order needed init_order_process_timer=3108.409 2020-08-12 05:52:09 DEBUG: check clearing time needed clearing_process_timer=3009.410294 2020-08-12 05:52:09 DEBUG: check init order needed init_order_process_timer=3109.410562 2020-08-12 05:52:10 DEBUG: check clearing time needed clearing_process_timer=3010.41176 2020-08-12 05:52:10 DEBUG: check init order needed init_order_process_timer=3110.412023 2020-08-12 05:52:11 DEBUG: check clearing time needed clearing_process_timer=3011.413191 2020-08-12 05:52:11 DEBUG: check init order needed init_order_process_timer=3111.413451 2020-08-12 05:52:12 DEBUG: check clearing time needed clearing_process_timer=3012.414669 2020-08-12 05:52:12 DEBUG: check init order needed init_order_process_timer=3112.414937 2020-08-12 05:52:13 DEBUG: check clearing time needed clearing_process_timer=3013.416106 2020-08-12 05:52:13 DEBUG: check init order needed init_order_process_timer=3113.416339 2020-08-12 05:52:14 DEBUG: check clearing time needed clearing_process_timer=3014.417516 2020-08-12 05:52:14 DEBUG: check init order needed init_order_process_timer=3114.417827 2020-08-12 05:52:15 DEBUG: check clearing time needed clearing_process_timer=3015.419002 2020-08-12 05:52:15 DEBUG: check init order needed init_order_process_timer=3115.419244 2020-08-12 05:52:16 DEBUG: check clearing time needed clearing_process_timer=3016.420413 2020-08-12 05:52:16 DEBUG: check init order needed init_order_process_timer=3116.420657 2020-08-12 05:52:17 DEBUG: check clearing time needed clearing_process_timer=3017.421857 2020-08-12 05:52:17 DEBUG: check init order needed init_order_process_timer=3117.422114 2020-08-12 05:52:18 DEBUG: check clearing time needed clearing_process_timer=3018.423286 2020-08-12 05:52:18 DEBUG: check init order needed init_order_process_timer=3118.423591 2020-08-12 05:52:19 DEBUG: check clearing time needed clearing_process_timer=3019.424828 2020-08-12 05:52:19 DEBUG: check init order needed init_order_process_timer=3119.425162 2020-08-12 05:52:20 DEBUG: check clearing time needed clearing_process_timer=3020.426372 2020-08-12 05:52:20 DEBUG: check init order needed init_order_process_timer=3120.426688 2020-08-12 05:52:21 DEBUG: check clearing time needed clearing_process_timer=3021.427866 2020-08-12 05:52:21 DEBUG: check init order needed init_order_process_timer=3121.428142 2020-08-12 05:52:22 DEBUG: check clearing time needed clearing_process_timer=3022.429356 2020-08-12 05:52:22 DEBUG: check init order needed init_order_process_timer=3122.429939 2020-08-12 05:52:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:22.482Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "b346e0f4-b92d-65dd-3bf3-8f28fe308b8f", "grossValue": 1163585, "homeNotional": 0.3496897913141568, "foreignNotional": 131.25606316976877}]} 2020-08-12 05:52:22 DEBUG: message ignored 2020-08-12 05:52:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:22.631Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "b5beedfc-b618-4916-41b1-9ec2193160bf", "grossValue": 300240, "homeNotional": 0.09024252679075014, "foreignNotional": 33.868020304568525}]} 2020-08-12 05:52:22 DEBUG: message ignored 2020-08-12 05:52:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 9081, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "d0b8d027-25d8-7dd8-52dc-ba31fd80697f", "grossValue": 340855335, "homeNotional": 102.43654822335026, "foreignNotional": 38449.558375634515}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "93b91e6e-5d53-2d52-08ae-934265a9a62c", "grossValue": 37535000, "homeNotional": 11.280315848843768, "foreignNotional": 4234.0665538635085}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cbda4d5-4683-73f9-e25d-ae78ae4615ec", "grossValue": 225210000, "homeNotional": 67.68189509306261, "foreignNotional": 25404.39932318105}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "29c4b0e8-3996-5cf5-b0bd-fee5429096bf", "grossValue": 18767500, "homeNotional": 5.640157924421884, "foreignNotional": 2117.0332769317542}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "b9544376-6f37-8e9d-f5c3-f4c1c949f425", "grossValue": 187675, "homeNotional": 0.05640157924421884, "foreignNotional": 21.17033276931754}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 472, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "a23a7d3e-e4b2-ae06-5a4f-9ec0429992e4", "grossValue": 17716520, "homeNotional": 5.324309080654258, "foreignNotional": 1998.4794134235758}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b06894c-886d-21f5-436c-b545054584f1", "grossValue": 56302500, "homeNotional": 16.920473773265652, "foreignNotional": 6351.099830795262}, {"timestamp": "2020-08-12T02:52:22.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 1442, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c0d7676-b502-a37e-375a-aee3ee3bcd89", "grossValue": 54125470, "homeNotional": 16.266215454032714, "foreignNotional": 6105.523970671179}]} 2020-08-12 05:52:22 DEBUG: message ignored 2020-08-12 05:52:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:22.849Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "3760b5dd-022d-b4c6-0db7-e43c6cce9ba9", "grossValue": 375300, "homeNotional": 0.11280315848843768, "foreignNotional": 42.33502538071066}]} 2020-08-12 05:52:22 DEBUG: message ignored 2020-08-12 05:52:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:22.853Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ddd69cb-5771-6c98-f871-0ab7a18c1509", "grossValue": 375300, "homeNotional": 0.11280315848843768, "foreignNotional": 42.33502538071066}]} 2020-08-12 05:52:22 DEBUG: message ignored 2020-08-12 05:52:23 DEBUG: check clearing time needed clearing_process_timer=3023.431122 2020-08-12 05:52:23 DEBUG: check init order needed init_order_process_timer=3123.431445 2020-08-12 05:52:24 DEBUG: check clearing time needed clearing_process_timer=3024.432628 2020-08-12 05:52:24 DEBUG: check init order needed init_order_process_timer=3124.432899 2020-08-12 05:52:25 DEBUG: check clearing time needed clearing_process_timer=3025.43433 2020-08-12 05:52:25 DEBUG: check init order needed init_order_process_timer=3125.434583 2020-08-12 05:52:26 DEBUG: check clearing time needed clearing_process_timer=3026.435779 2020-08-12 05:52:26 DEBUG: check init order needed init_order_process_timer=3126.436035 2020-08-12 05:52:27 DEBUG: check clearing time needed clearing_process_timer=3027.43721 2020-08-12 05:52:27 DEBUG: check init order needed init_order_process_timer=3127.437492 2020-08-12 05:52:28 DEBUG: check clearing time needed clearing_process_timer=3028.438696 2020-08-12 05:52:28 DEBUG: check init order needed init_order_process_timer=3128.43896 2020-08-12 05:52:29 DEBUG: check clearing time needed clearing_process_timer=3029.440358 2020-08-12 05:52:29 DEBUG: check init order needed init_order_process_timer=3129.440637 2020-08-12 05:52:30 DEBUG: check clearing time needed clearing_process_timer=3030.441871 2020-08-12 05:52:30 DEBUG: check init order needed init_order_process_timer=3130.442167 2020-08-12 05:52:31 DEBUG: check clearing time needed clearing_process_timer=3031.443354 2020-08-12 05:52:31 DEBUG: check init order needed init_order_process_timer=3131.443611 2020-08-12 05:52:32 DEBUG: check clearing time needed clearing_process_timer=3032.444808 2020-08-12 05:52:32 DEBUG: check init order needed init_order_process_timer=3132.445112 2020-08-12 05:52:33 DEBUG: check clearing time needed clearing_process_timer=3033.446521 2020-08-12 05:52:33 DEBUG: check init order needed init_order_process_timer=3133.446796 2020-08-12 05:52:34 DEBUG: check clearing time needed clearing_process_timer=3034.447998 2020-08-12 05:52:34 DEBUG: check init order needed init_order_process_timer=3134.448261 2020-08-12 05:52:35 DEBUG: check clearing time needed clearing_process_timer=3035.449454 2020-08-12 05:52:35 DEBUG: check init order needed init_order_process_timer=3135.449774 2020-08-12 05:52:36 DEBUG: check clearing time needed clearing_process_timer=3036.451168 2020-08-12 05:52:36 DEBUG: check init order needed init_order_process_timer=3136.451433 2020-08-12 05:52:37 DEBUG: check clearing time needed clearing_process_timer=3037.452635 2020-08-12 05:52:37 DEBUG: check init order needed init_order_process_timer=3137.45294 2020-08-12 05:52:38 DEBUG: check clearing time needed clearing_process_timer=3038.454355 2020-08-12 05:52:38 DEBUG: check init order needed init_order_process_timer=3138.454621 2020-08-12 05:52:39 DEBUG: check clearing time needed clearing_process_timer=3039.455823 2020-08-12 05:52:39 DEBUG: check init order needed init_order_process_timer=3139.45609 2020-08-12 05:52:40 DEBUG: check clearing time needed clearing_process_timer=3040.457488 2020-08-12 05:52:40 DEBUG: check init order needed init_order_process_timer=3140.457771 2020-08-12 05:52:41 DEBUG: check clearing time needed clearing_process_timer=3041.458969 2020-08-12 05:52:41 DEBUG: check init order needed init_order_process_timer=3141.459265 2020-08-12 05:52:42 DEBUG: check clearing time needed clearing_process_timer=3042.460706 2020-08-12 05:52:42 DEBUG: check init order needed init_order_process_timer=3142.460963 2020-08-12 05:52:43 DEBUG: check clearing time needed clearing_process_timer=3043.462398 2020-08-12 05:52:43 DEBUG: check init order needed init_order_process_timer=3143.462655 2020-08-12 05:52:44 DEBUG: check clearing time needed clearing_process_timer=3044.463853 2020-08-12 05:52:44 DEBUG: check init order needed init_order_process_timer=3144.464132 2020-08-12 05:52:45 DEBUG: check clearing time needed clearing_process_timer=3045.465555 2020-08-12 05:52:45 DEBUG: check init order needed init_order_process_timer=3145.465855 2020-08-12 05:52:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:45.878Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "d45ce548-2d1f-6bd7-8f25-01b440dfeddd", "grossValue": 1126200, "homeNotional": 0.3382949932341001, "foreignNotional": 126.99594046008119}, {"timestamp": "2020-08-12T02:52:45.878Z", "symbol": "ETHUSD", "side": "Buy", "size": 133, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "504ebfbb-5196-87ee-d234-472fe916adda", "grossValue": 4992820, "homeNotional": 1.4997744700045106, "foreignNotional": 563.0153360396932}]} 2020-08-12 05:52:45 DEBUG: message ignored 2020-08-12 05:52:46 DEBUG: check clearing time needed clearing_process_timer=3046.467077 2020-08-12 05:52:46 DEBUG: check init order needed init_order_process_timer=3146.467346 2020-08-12 05:52:47 DEBUG: check clearing time needed clearing_process_timer=3047.468554 2020-08-12 05:52:47 DEBUG: check init order needed init_order_process_timer=3147.468839 2020-08-12 05:52:48 DEBUG: check clearing time needed clearing_process_timer=3048.470031 2020-08-12 05:52:48 DEBUG: check init order needed init_order_process_timer=3148.470309 2020-08-12 05:52:49 DEBUG: check clearing time needed clearing_process_timer=3049.471514 2020-08-12 05:52:49 DEBUG: check init order needed init_order_process_timer=3149.471806 2020-08-12 05:52:50 DEBUG: check clearing time needed clearing_process_timer=3050.473005 2020-08-12 05:52:50 DEBUG: check init order needed init_order_process_timer=3150.473337 2020-08-12 05:52:51 DEBUG: check clearing time needed clearing_process_timer=3051.474539 2020-08-12 05:52:51 DEBUG: check init order needed init_order_process_timer=3151.474841 2020-08-12 05:52:52 DEBUG: check clearing time needed clearing_process_timer=3052.476039 2020-08-12 05:52:52 DEBUG: check init order needed init_order_process_timer=3152.476298 2020-08-12 05:52:53 DEBUG: check clearing time needed clearing_process_timer=3053.477478 2020-08-12 05:52:53 DEBUG: check init order needed init_order_process_timer=3153.477767 2020-08-12 05:52:54 DEBUG: check clearing time needed clearing_process_timer=3054.478966 2020-08-12 05:52:54 DEBUG: check init order needed init_order_process_timer=3154.47924 2020-08-12 05:52:55 DEBUG: check clearing time needed clearing_process_timer=3055.480457 2020-08-12 05:52:55 DEBUG: check init order needed init_order_process_timer=3155.480748 2020-08-12 05:52:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:52:55.610Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.35, "tickDirection": "MinusTick", "trdMatchID": "b388a09a-f6d1-62e9-6b06-6b301b7d8a8f", "grossValue": 1876750, "homeNotional": 0.5638249887235002, "foreignNotional": 211.6317095173658}]} 2020-08-12 05:52:55 DEBUG: message ignored 2020-08-12 05:52:56 DEBUG: check clearing time needed clearing_process_timer=3056.481943 2020-08-12 05:52:56 DEBUG: check init order needed init_order_process_timer=3156.482215 2020-08-12 05:52:57 DEBUG: check clearing time needed clearing_process_timer=3057.483385 2020-08-12 05:52:57 DEBUG: check init order needed init_order_process_timer=3157.483649 2020-08-12 05:52:58 DEBUG: check clearing time needed clearing_process_timer=3058.484822 2020-08-12 05:52:58 DEBUG: check init order needed init_order_process_timer=3158.48517 2020-08-12 05:52:59 DEBUG: check clearing time needed clearing_process_timer=3059.486387 2020-08-12 05:52:59 DEBUG: check init order needed init_order_process_timer=3159.486636 2020-08-12 05:53:00 DEBUG: check clearing time needed clearing_process_timer=3060.48804 2020-08-12 05:53:00 DEBUG: check init order needed init_order_process_timer=3160.488291 2020-08-12 05:53:01 DEBUG: check clearing time needed clearing_process_timer=3061.491541 2020-08-12 05:53:01 DEBUG: check init order needed init_order_process_timer=3161.502093 2020-08-12 05:53:02 DEBUG: check clearing time needed clearing_process_timer=3062.503466 2020-08-12 05:53:02 DEBUG: check init order needed init_order_process_timer=3162.504217 2020-08-12 05:53:03 DEBUG: check clearing time needed clearing_process_timer=3063.505625 2020-08-12 05:53:03 DEBUG: check init order needed init_order_process_timer=3163.505868 2020-08-12 05:53:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:03.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1090f10-c51e-3f7d-357e-e6d703f7fc33", "grossValue": 187675, "homeNotional": 0.05638249887235002, "foreignNotional": 21.163170951736582}]} 2020-08-12 05:53:03 DEBUG: message ignored 2020-08-12 05:53:04 DEBUG: check clearing time needed clearing_process_timer=3064.507109 2020-08-12 05:53:04 DEBUG: check init order needed init_order_process_timer=3164.507506 2020-08-12 05:53:05 DEBUG: check clearing time needed clearing_process_timer=3065.508985 2020-08-12 05:53:05 DEBUG: check init order needed init_order_process_timer=3165.509321 2020-08-12 05:53:06 DEBUG: check clearing time needed clearing_process_timer=3066.510753 2020-08-12 05:53:06 DEBUG: check init order needed init_order_process_timer=3166.511018 2020-08-12 05:53:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:06.585Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3023195-6a0a-6e34-de3d-47b53c0cb267", "grossValue": 187675, "homeNotional": 0.05638249887235002, "foreignNotional": 21.163170951736582}]} 2020-08-12 05:53:06 DEBUG: message ignored 2020-08-12 05:53:07 DEBUG: check clearing time needed clearing_process_timer=3067.512218 2020-08-12 05:53:07 DEBUG: check init order needed init_order_process_timer=3167.512514 2020-08-12 05:53:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:07.853Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2093a3f6-caf3-a82d-8893-09c5758d72fa", "grossValue": 187675, "homeNotional": 0.05638249887235002, "foreignNotional": 21.163170951736582}]} 2020-08-12 05:53:07 DEBUG: message ignored 2020-08-12 05:53:08 DEBUG: check clearing time needed clearing_process_timer=3068.513701 2020-08-12 05:53:08 DEBUG: check init order needed init_order_process_timer=3168.514022 2020-08-12 05:53:09 DEBUG: check clearing time needed clearing_process_timer=3069.515449 2020-08-12 05:53:09 DEBUG: check init order needed init_order_process_timer=3169.51581 2020-08-12 05:53:10 DEBUG: check clearing time needed clearing_process_timer=3070.517344 2020-08-12 05:53:10 DEBUG: check init order needed init_order_process_timer=3170.517684 2020-08-12 05:53:11 DEBUG: check clearing time needed clearing_process_timer=3071.519262 2020-08-12 05:53:11 DEBUG: check init order needed init_order_process_timer=3171.519514 2020-08-12 05:53:12 DEBUG: check clearing time needed clearing_process_timer=3072.520884 2020-08-12 05:53:12 DEBUG: check init order needed init_order_process_timer=3172.521208 2020-08-12 05:53:13 DEBUG: check clearing time needed clearing_process_timer=3073.52261 2020-08-12 05:53:13 DEBUG: check init order needed init_order_process_timer=3173.522869 2020-08-12 05:53:14 DEBUG: check clearing time needed clearing_process_timer=3074.524301 2020-08-12 05:53:14 DEBUG: check init order needed init_order_process_timer=3174.52469 2020-08-12 05:53:15 DEBUG: check clearing time needed clearing_process_timer=3075.526513 2020-08-12 05:53:15 DEBUG: check init order needed init_order_process_timer=3175.526788 2020-08-12 05:53:16 DEBUG: check clearing time needed clearing_process_timer=3076.527964 2020-08-12 05:53:16 DEBUG: check init order needed init_order_process_timer=3176.528243 2020-08-12 05:53:17 DEBUG: check clearing time needed clearing_process_timer=3077.529446 2020-08-12 05:53:17 DEBUG: check init order needed init_order_process_timer=3177.529755 2020-08-12 05:53:18 DEBUG: check clearing time needed clearing_process_timer=3078.530996 2020-08-12 05:53:18 DEBUG: check init order needed init_order_process_timer=3178.531272 2020-08-12 05:53:19 DEBUG: check clearing time needed clearing_process_timer=3079.532428 2020-08-12 05:53:19 DEBUG: check init order needed init_order_process_timer=3179.532717 2020-08-12 05:53:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:19.574Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f653393-9abb-8c35-e1d7-7509d62f32cf", "grossValue": 900840, "homeNotional": 0.2706359945872801, "foreignNotional": 101.58322056833559}, {"timestamp": "2020-08-12T02:53:19.574Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2bb2d720-937c-10dd-df50-16bee761b9d3", "grossValue": 187675, "homeNotional": 0.05638249887235002, "foreignNotional": 21.163170951736582}, {"timestamp": "2020-08-12T02:53:19.574Z", "symbol": "ETHUSD", "side": "Sell", "size": 485, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "66d81b52-c39e-8254-5f2a-a3f74b638671", "grossValue": 18204475, "homeNotional": 5.469102390617953, "foreignNotional": 2052.8275823184485}, {"timestamp": "2020-08-12T02:53:19.574Z", "symbol": "ETHUSD", "side": "Sell", "size": 286, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "1395a77b-35e3-89e7-81a7-f14cb7dc75a1", "grossValue": 10735010, "homeNotional": 3.2250789354984213, "foreignNotional": 1210.5333784393324}]} 2020-08-12 05:53:19 DEBUG: message ignored 2020-08-12 05:53:20 DEBUG: check clearing time needed clearing_process_timer=3080.533925 2020-08-12 05:53:20 DEBUG: check init order needed init_order_process_timer=3180.53419 2020-08-12 05:53:21 DEBUG: check clearing time needed clearing_process_timer=3081.535376 2020-08-12 05:53:21 DEBUG: check init order needed init_order_process_timer=3181.535703 2020-08-12 05:53:22 DEBUG: check clearing time needed clearing_process_timer=3082.536888 2020-08-12 05:53:22 DEBUG: check init order needed init_order_process_timer=3182.537206 2020-08-12 05:53:23 DEBUG: check clearing time needed clearing_process_timer=3083.538442 2020-08-12 05:53:23 DEBUG: check init order needed init_order_process_timer=3183.538707 2020-08-12 05:53:24 DEBUG: check clearing time needed clearing_process_timer=3084.539887 2020-08-12 05:53:24 DEBUG: check init order needed init_order_process_timer=3184.540147 2020-08-12 05:53:25 DEBUG: check clearing time needed clearing_process_timer=3085.541357 2020-08-12 05:53:25 DEBUG: check init order needed init_order_process_timer=3185.541738 2020-08-12 05:53:26 DEBUG: check clearing time needed clearing_process_timer=3086.542955 2020-08-12 05:53:26 DEBUG: check init order needed init_order_process_timer=3186.543257 2020-08-12 05:53:27 DEBUG: check clearing time needed clearing_process_timer=3087.54446 2020-08-12 05:53:27 DEBUG: check init order needed init_order_process_timer=3187.544714 2020-08-12 05:53:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:28.146Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "026a1270-30f0-2352-1d4c-939f08f9a051", "grossValue": 37535, "homeNotional": 0.011276499774470004, "foreignNotional": 4.232634190347317}]} 2020-08-12 05:53:28 DEBUG: message ignored 2020-08-12 05:53:28 DEBUG: check clearing time needed clearing_process_timer=3088.545889 2020-08-12 05:53:28 DEBUG: check init order needed init_order_process_timer=3188.546156 2020-08-12 05:53:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 213, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "6304d35f-0471-9436-746a-c2d84a1b5b26", "grossValue": 7994955, "homeNotional": 2.401894451962111, "foreignNotional": 901.5510825439784}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 52, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5de09965-8e92-64d1-ffdd-535bf041299b", "grossValue": 1951820, "homeNotional": 0.5863779882724403, "foreignNotional": 220.09697789806043}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 132, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f97755e7-eca5-6309-b382-1a0c82f7f69b", "grossValue": 4954620, "homeNotional": 1.4884979702300405, "foreignNotional": 558.7077131258458}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "8508b95e-8b4b-db41-c79f-4268ef6c3808", "grossValue": 1726610, "homeNotional": 0.5187189896256202, "foreignNotional": 194.70117275597656}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 209, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9290c819-8b37-ab17-2585-aef3d1c8b7df", "grossValue": 7844815, "homeNotional": 2.356788452864231, "foreignNotional": 884.620545782589}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "e10b843b-7873-5727-c3e8-4234a62e43a5", "grossValue": 2402240, "homeNotional": 0.7216959855660803, "foreignNotional": 270.88858818222826}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce37f595-30d1-b6ae-538e-3d5d646593f0", "grossValue": 1614005, "homeNotional": 0.4848894903022102, "foreignNotional": 182.0032701849346}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "572ee390-0961-d0a4-8ad5-0bebc6917bf4", "grossValue": 1313725, "homeNotional": 0.39467749210645015, "foreignNotional": 148.14219666215607}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "86ec09fb-e9b5-9a90-c6cf-c67cd643c8de", "grossValue": 1163585, "homeNotional": 0.34957149300857016, "foreignNotional": 131.2116599007668}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 4241, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1ef6a26-f1f3-26df-3663-41fce0078984", "grossValue": 159185935, "homeNotional": 47.82363554352729, "foreignNotional": 17950.60160126297}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "40d17dfa-29e6-0858-485c-9528b7c5c6a6", "grossValue": 2852660, "homeNotional": 0.8570139828597203, "foreignNotional": 321.680198466396}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "88ec1ade-cd50-bd16-078f-cf2061b2bbf1", "grossValue": 75070000, "homeNotional": 22.552999548940008, "foreignNotional": 8465.268380694632}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "986b3468-7e60-b085-edb8-f80f90b22258", "grossValue": 18767500, "homeNotional": 5.638249887235002, "foreignNotional": 2116.317095173658}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca5ff44e-2b5c-cbd3-bfa9-cc3a005f2555", "grossValue": 37535000, "homeNotional": 11.276499774470004, "foreignNotional": 4232.634190347316}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9fde58dd-c725-1f79-5575-939af0f29e5a", "grossValue": 4691875, "homeNotional": 1.4095624718087505, "foreignNotional": 529.0792737934145}, {"timestamp": "2020-08-12T02:53:28.833Z", "symbol": "ETHUSD", "side": "Sell", "size": 1100, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "39ab0062-895a-1e65-d7ef-96900dd690e6", "grossValue": 41288500, "homeNotional": 12.404149751917005, "foreignNotional": 4655.897609382047}]} 2020-08-12 05:53:28 DEBUG: message ignored 2020-08-12 05:53:29 DEBUG: check clearing time needed clearing_process_timer=3089.547012 2020-08-12 05:53:29 DEBUG: check init order needed init_order_process_timer=3189.547352 2020-08-12 05:53:30 DEBUG: check clearing time needed clearing_process_timer=3090.548545 2020-08-12 05:53:30 DEBUG: check init order needed init_order_process_timer=3190.548807 2020-08-12 05:53:31 DEBUG: check clearing time needed clearing_process_timer=3091.54999 2020-08-12 05:53:31 DEBUG: check init order needed init_order_process_timer=3191.550254 2020-08-12 05:53:32 DEBUG: check clearing time needed clearing_process_timer=3092.551558 2020-08-12 05:53:32 DEBUG: check init order needed init_order_process_timer=3192.551865 2020-08-12 05:53:33 DEBUG: check clearing time needed clearing_process_timer=3093.553062 2020-08-12 05:53:33 DEBUG: check init order needed init_order_process_timer=3193.553339 2020-08-12 05:53:34 DEBUG: check clearing time needed clearing_process_timer=3094.554536 2020-08-12 05:53:34 DEBUG: check init order needed init_order_process_timer=3194.554809 2020-08-12 05:53:35 DEBUG: check clearing time needed clearing_process_timer=3095.555972 2020-08-12 05:53:35 DEBUG: check init order needed init_order_process_timer=3195.556299 2020-08-12 05:53:36 DEBUG: check clearing time needed clearing_process_timer=3096.557501 2020-08-12 05:53:36 DEBUG: check init order needed init_order_process_timer=3196.557815 2020-08-12 05:53:37 DEBUG: check clearing time needed clearing_process_timer=3097.559011 2020-08-12 05:53:37 DEBUG: check init order needed init_order_process_timer=3197.559273 2020-08-12 05:53:38 DEBUG: check clearing time needed clearing_process_timer=3098.560449 2020-08-12 05:53:38 DEBUG: check init order needed init_order_process_timer=3198.560704 2020-08-12 05:53:39 DEBUG: check clearing time needed clearing_process_timer=3099.561891 2020-08-12 05:53:39 DEBUG: check init order needed init_order_process_timer=3199.562208 2020-08-12 05:53:40 DEBUG: check clearing time needed clearing_process_timer=3100.563426 2020-08-12 05:53:40 DEBUG: check init order needed init_order_process_timer=3200.563681 2020-08-12 05:53:41 DEBUG: check clearing time needed clearing_process_timer=3101.564895 2020-08-12 05:53:41 DEBUG: check init order needed init_order_process_timer=3201.565368 2020-08-12 05:53:42 DEBUG: check clearing time needed clearing_process_timer=3102.566618 2020-08-12 05:53:42 DEBUG: check init order needed init_order_process_timer=3202.566942 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "74063382-f6ec-ac1b-a552-fe62a532ca89", "grossValue": 1614005, "homeNotional": 0.4849441750310139, "foreignNotional": 182.02379609789105}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.147Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a90e0a5-2a7f-8a88-d760-2cfe1d30114d", "grossValue": 337815, "homeNotional": 0.10149994361114244, "foreignNotional": 38.098003834442316}, {"timestamp": "2020-08-12T02:53:43.147Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "a9115abb-07c8-63a3-0971-4a1dc0ff85ff", "grossValue": 1313725, "homeNotional": 0.3947220029322206, "foreignNotional": 148.158903800609}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.162Z", "symbol": "ETHUSD", "side": "Sell", "size": 280, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1445ae1-91dc-6b45-36a6-022874f1fbaf", "grossValue": 10509800, "homeNotional": 3.1577760234577648, "foreignNotional": 1185.271230404872}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.169Z", "symbol": "ETHUSD", "side": "Sell", "size": 106, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9221eb44-116b-0db9-8824-355de8b72073", "grossValue": 3978710, "homeNotional": 1.195443780309011, "foreignNotional": 448.70982293898726}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "bcf0549f-d3cc-6321-0ef6-7cbba1f0b1b8", "grossValue": 2815125, "homeNotional": 0.845832863426187, "foreignNotional": 317.4833652870193}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "68e29bc2-835b-bb5b-1fa9-7a3dd26cc90a", "grossValue": 2815125, "homeNotional": 0.845832863426187, "foreignNotional": 317.4833652870193}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.327Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ac1cc3f-df47-4f7a-cba4-64be2d15029c", "grossValue": 2815125, "homeNotional": 0.845832863426187, "foreignNotional": 317.4833652870193}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.334Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "eb9622f5-0e84-f5ec-d341-c48a35680fb0", "grossValue": 2815125, "homeNotional": 0.845832863426187, "foreignNotional": 317.4833652870193}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 390, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "363f49bd-2bb7-af34-cc10-8e760f3af69d", "grossValue": 14638650, "homeNotional": 4.398330889816172, "foreignNotional": 1650.9134994925003}, {"timestamp": "2020-08-12T02:53:43.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d43c66c-0226-5156-1c7f-9534306bce91", "grossValue": 1201120, "homeNotional": 0.36088868839517313, "foreignNotional": 135.45956918912822}, {"timestamp": "2020-08-12T02:53:43.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9c127cb-406c-3e95-4289-07895b0e0f78", "grossValue": 1163585, "homeNotional": 0.349610916882824, "foreignNotional": 131.22645765196796}, {"timestamp": "2020-08-12T02:53:43.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "238473fb-e1e0-e415-9af0-5cc8e38915fa", "grossValue": 18767500, "homeNotional": 5.63888575617458, "foreignNotional": 2116.5557685801286}, {"timestamp": "2020-08-12T02:53:43.473Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "056ba2d3-6ff5-847a-142a-86f7a9e1122b", "grossValue": 37535000, "homeNotional": 11.27777151234916, "foreignNotional": 4233.111537160257}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: check clearing time needed clearing_process_timer=3103.568185 2020-08-12 05:53:43 DEBUG: check init order needed init_order_process_timer=3203.568607 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 162, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b51b9756-855f-c6bc-2c3f-0efefcdf3a7e", "grossValue": 6080670, "homeNotional": 1.826998985000564, "foreignNotional": 685.7640690199617}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.3, "tickDirection": "MinusTick", "trdMatchID": "0276c5ec-fdaa-5840-79bd-a869c67a34fa", "grossValue": 450360, "homeNotional": 0.13533325814818992, "foreignNotional": 50.79057178301568}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:43.737Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5ed391c-f02d-0bea-4e3c-6e3efe3824ff", "grossValue": 412830, "homeNotional": 0.12405548663584076, "foreignNotional": 46.55802413443104}, {"timestamp": "2020-08-12T02:53:43.737Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f053fb08-a7ea-e06e-3d15-f17e839164df", "grossValue": 37530, "homeNotional": 0.01127777151234916, "foreignNotional": 4.23254764858464}]} 2020-08-12 05:53:43 DEBUG: message ignored 2020-08-12 05:53:44 DEBUG: check clearing time needed clearing_process_timer=3104.569856 2020-08-12 05:53:44 DEBUG: check init order needed init_order_process_timer=3204.570125 2020-08-12 05:53:45 DEBUG: check clearing time needed clearing_process_timer=3105.571352 2020-08-12 05:53:45 DEBUG: check init order needed init_order_process_timer=3205.571667 2020-08-12 05:53:46 DEBUG: check clearing time needed clearing_process_timer=3106.57284 2020-08-12 05:53:46 DEBUG: check init order needed init_order_process_timer=3206.573145 2020-08-12 05:53:47 DEBUG: check clearing time needed clearing_process_timer=3107.5744 2020-08-12 05:53:47 DEBUG: check init order needed init_order_process_timer=3207.57471 2020-08-12 05:53:48 DEBUG: check clearing time needed clearing_process_timer=3108.575919 2020-08-12 05:53:48 DEBUG: check init order needed init_order_process_timer=3208.576204 2020-08-12 05:53:49 DEBUG: check clearing time needed clearing_process_timer=3109.577384 2020-08-12 05:53:49 DEBUG: check init order needed init_order_process_timer=3209.577661 2020-08-12 05:53:50 DEBUG: check clearing time needed clearing_process_timer=3110.578826 2020-08-12 05:53:50 DEBUG: check init order needed init_order_process_timer=3210.579128 2020-08-12 05:53:51 DEBUG: check clearing time needed clearing_process_timer=3111.580339 2020-08-12 05:53:51 DEBUG: check init order needed init_order_process_timer=3211.580605 2020-08-12 05:53:52 DEBUG: check clearing time needed clearing_process_timer=3112.581782 2020-08-12 05:53:52 DEBUG: check init order needed init_order_process_timer=3212.582048 2020-08-12 05:53:53 DEBUG: check clearing time needed clearing_process_timer=3113.583233 2020-08-12 05:53:53 DEBUG: check init order needed init_order_process_timer=3213.583501 2020-08-12 05:53:54 DEBUG: check clearing time needed clearing_process_timer=3114.584683 2020-08-12 05:53:54 DEBUG: check init order needed init_order_process_timer=3214.584943 2020-08-12 05:53:55 DEBUG: check clearing time needed clearing_process_timer=3115.586171 2020-08-12 05:53:55 DEBUG: check init order needed init_order_process_timer=3215.586522 2020-08-12 05:53:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:55.604Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "c4a621f1-4dc8-1a98-ddd3-af8a13da94a7", "grossValue": 1088225, "homeNotional": 0.3270553738581256, "foreignNotional": 122.72752904026164}, {"timestamp": "2020-08-12T02:53:55.604Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2092ef49-e5a5-8f21-b29d-5c5d3021aa1d", "grossValue": 6416775, "homeNotional": 1.9284989286117062, "foreignNotional": 723.6692229615428}]} 2020-08-12 05:53:55 DEBUG: message ignored 2020-08-12 05:53:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:55.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 107, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "edf0c82e-4c2e-71f1-ec81-bcb1772e4e2e", "grossValue": 4015175, "homeNotional": 1.20672155182136, "foreignNotional": 452.82226232096536}, {"timestamp": "2020-08-12T02:53:55.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "df324142-73ec-c8d6-e863-67bd71e96718", "grossValue": 1088080, "homeNotional": 0.3270553738581256, "foreignNotional": 122.71117627156873}, {"timestamp": "2020-08-12T02:53:55.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "c0f4175d-1d3c-332c-49fa-6e05523d0d33", "grossValue": 1087790, "homeNotional": 0.3270553738581256, "foreignNotional": 122.67847073418292}, {"timestamp": "2020-08-12T02:53:55.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "5eda6543-3702-3991-2af7-65c6bbb95881", "grossValue": 300080, "homeNotional": 0.09022217209879328, "foreignNotional": 33.84233675425736}, {"timestamp": "2020-08-12T02:53:55.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 2827, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "527002fd-a3b8-c82e-c963-c13e86578d67", "grossValue": 106026635, "homeNotional": 31.882260065411074, "foreignNotional": 11957.441637532424}]} 2020-08-12 05:53:55 DEBUG: message ignored 2020-08-12 05:53:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:55.888Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "93f22816-6931-90b7-7069-8f5692a03358", "grossValue": 487630, "homeNotional": 0.14661102966053907, "foreignNotional": 54.99379722566821}]} 2020-08-12 05:53:56 DEBUG: message ignored 2020-08-12 05:53:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:55.900Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "414928c6-00ce-6722-1e74-077cf4b547e2", "grossValue": 412610, "homeNotional": 0.12405548663584076, "foreignNotional": 46.53321303710387}]} 2020-08-12 05:53:56 DEBUG: message ignored 2020-08-12 05:53:56 DEBUG: check clearing time needed clearing_process_timer=3116.587803 2020-08-12 05:53:56 DEBUG: check init order needed init_order_process_timer=3216.588191 2020-08-12 05:53:57 DEBUG: check clearing time needed clearing_process_timer=3117.589063 2020-08-12 05:53:57 DEBUG: check init order needed init_order_process_timer=3217.589357 2020-08-12 05:53:58 DEBUG: check clearing time needed clearing_process_timer=3118.590541 2020-08-12 05:53:58 DEBUG: check init order needed init_order_process_timer=3218.590864 2020-08-12 05:53:59 DEBUG: check clearing time needed clearing_process_timer=3119.592071 2020-08-12 05:53:59 DEBUG: check init order needed init_order_process_timer=3219.592475 2020-08-12 05:53:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:59.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "be4fa014-26eb-2a9c-c6f5-dcb8753253ea", "grossValue": 375050, "homeNotional": 0.11277771512349159, "foreignNotional": 42.29728205706552}]} 2020-08-12 05:53:59 DEBUG: message ignored 2020-08-12 05:53:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:53:59.965Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "54245840-085e-c868-7a9c-549ef35b8f6b", "grossValue": 412555, "homeNotional": 0.12405548663584076, "foreignNotional": 46.52701026277207}]} 2020-08-12 05:53:59 DEBUG: message ignored 2020-08-12 05:54:00 DEBUG: check clearing time needed clearing_process_timer=3120.593703 2020-08-12 05:54:00 DEBUG: check init order needed init_order_process_timer=3220.594067 2020-08-12 05:54:01 DEBUG: check clearing time needed clearing_process_timer=3121.595267 2020-08-12 05:54:01 DEBUG: check init order needed init_order_process_timer=3221.595565 2020-08-12 05:54:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:02.528Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "1e7d77eb-0678-88a5-3d48-9be90762f35d", "grossValue": 187550, "homeNotional": 0.05635072692437732, "foreignNotional": 21.137157669333934}]} 2020-08-12 05:54:02 DEBUG: message ignored 2020-08-12 05:54:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:02.560Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "c9117daf-4c93-35d2-a2d4-bb6a14e7476d", "grossValue": 375050, "homeNotional": 0.11270145384875464, "foreignNotional": 42.26868026597543}]} 2020-08-12 05:54:02 DEBUG: message ignored 2020-08-12 05:54:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:02.565Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d6542f2-d00b-52f0-e0ac-4a3a3e49eb0f", "grossValue": 487565, "homeNotional": 0.14651189000338105, "foreignNotional": 54.94928434576806}]} 2020-08-12 05:54:02 DEBUG: message ignored 2020-08-12 05:54:02 DEBUG: check clearing time needed clearing_process_timer=3122.597622 2020-08-12 05:54:02 DEBUG: check init order needed init_order_process_timer=3222.600058 2020-08-12 05:54:03 DEBUG: check clearing time needed clearing_process_timer=3123.602154 2020-08-12 05:54:03 DEBUG: check init order needed init_order_process_timer=3223.607777 2020-08-12 05:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:03.989Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "3404e1ad-dfca-9ff0-d760-4c83e844e821", "grossValue": 37510, "homeNotional": 0.011270145384875465, "foreignNotional": 4.2274315338667865}, {"timestamp": "2020-08-12T02:54:03.989Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "191339b2-bde0-813c-4eee-72c5190ae33d", "grossValue": 37510, "homeNotional": 0.011270145384875465, "foreignNotional": 4.2274315338667865}, {"timestamp": "2020-08-12T02:54:03.989Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "443f7c81-0660-c5fe-40b7-d7975fdee6c6", "grossValue": 112530, "homeNotional": 0.033810436154626394, "foreignNotional": 12.682294601600361}]} 2020-08-12 05:54:04 DEBUG: message ignored 2020-08-12 05:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:04.025Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "e6d43707-7e88-2c0c-d955-1ec24d4f2b85", "grossValue": 487565, "homeNotional": 0.14651189000338105, "foreignNotional": 54.94928434576806}]} 2020-08-12 05:54:04 DEBUG: message ignored 2020-08-12 05:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:04.028Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c60f3a86-0b21-9027-c559-c885a3f45975", "grossValue": 375050, "homeNotional": 0.11270145384875464, "foreignNotional": 42.26868026597543}]} 2020-08-12 05:54:04 DEBUG: message ignored 2020-08-12 05:54:04 DEBUG: check clearing time needed clearing_process_timer=3124.608987 2020-08-12 05:54:04 DEBUG: check init order needed init_order_process_timer=3224.609307 2020-08-12 05:54:05 DEBUG: check clearing time needed clearing_process_timer=3125.610496 2020-08-12 05:54:05 DEBUG: check init order needed init_order_process_timer=3225.610781 2020-08-12 05:54:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:05.741Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "a3874799-8c09-1dee-0169-5b50ef18a5ab", "grossValue": 187550, "homeNotional": 0.05635072692437732, "foreignNotional": 21.137157669333934}]} 2020-08-12 05:54:05 DEBUG: message ignored 2020-08-12 05:54:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:06.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "9ecb4605-dbf2-ecdf-5cfe-c59a73e71dc9", "grossValue": 375050, "homeNotional": 0.11270145384875464, "foreignNotional": 42.26868026597543}]} 2020-08-12 05:54:06 DEBUG: message ignored 2020-08-12 05:54:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:06.059Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f97929f6-4e55-7e6b-e01d-8a816ead3dfe", "grossValue": 375050, "homeNotional": 0.11270145384875464, "foreignNotional": 42.26868026597543}]} 2020-08-12 05:54:06 DEBUG: message ignored 2020-08-12 05:54:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:06.240Z", "symbol": "ETHUSD", "side": "Buy", "size": 465, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "6a7d4e99-6266-dc2c-12ed-b77cbe1d5d30", "grossValue": 17442150, "homeNotional": 5.240617603967091, "foreignNotional": 1965.755663248056}, {"timestamp": "2020-08-12T02:54:06.240Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d807f6c-3b5d-5f0b-ba67-2b57bb5f0df7", "grossValue": 262570, "homeNotional": 0.07889101769412825, "foreignNotional": 29.592020737067507}]} 2020-08-12 05:54:06 DEBUG: message ignored 2020-08-12 05:54:06 DEBUG: check clearing time needed clearing_process_timer=3126.611997 2020-08-12 05:54:06 DEBUG: check init order needed init_order_process_timer=3226.612303 2020-08-12 05:54:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:07.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "7340d5bc-f6bf-8a54-9352-1fb7a93467bb", "grossValue": 187600, "homeNotional": 0.05635072692437732, "foreignNotional": 21.142792742026373}]} 2020-08-12 05:54:07 DEBUG: message ignored 2020-08-12 05:54:07 DEBUG: check clearing time needed clearing_process_timer=3127.613519 2020-08-12 05:54:07 DEBUG: check init order needed init_order_process_timer=3227.613907 2020-08-12 05:54:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:08.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "de5c48c7-10be-b567-81de-a7c98302ffdf", "grossValue": 487695, "homeNotional": 0.14651189000338105, "foreignNotional": 54.963935534768396}]} 2020-08-12 05:54:08 DEBUG: message ignored 2020-08-12 05:54:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:08.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 375.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "fef828c3-5c6f-dbdb-2339-e9ca868b96c5", "grossValue": 487695, "homeNotional": 0.14651189000338105, "foreignNotional": 54.963935534768396}]} 2020-08-12 05:54:08 DEBUG: message ignored 2020-08-12 05:54:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:08.571Z", "symbol": "ETHUSD", "side": "Buy", "size": 795, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "98168a9b-4fb4-16c1-e4f8-c3e9c550e6fd", "grossValue": 29828400, "homeNotional": 8.959765580975995, "foreignNotional": 3361.7040459821933}, {"timestamp": "2020-08-12T02:54:08.571Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "ec5f3307-ef97-2533-08ef-3dce3a0cde03", "grossValue": 3752000, "homeNotional": 1.1270145384875465, "foreignNotional": 422.85585484052746}, {"timestamp": "2020-08-12T02:54:08.571Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "c7ef65ea-8b5b-9bf5-4bdf-cb709462cffd", "grossValue": 18760000, "homeNotional": 5.635072692437732, "foreignNotional": 2114.279274202637}, {"timestamp": "2020-08-12T02:54:08.571Z", "symbol": "ETHUSD", "side": "Buy", "size": 473, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "948387c9-53b1-8b27-1340-b2d9a4685080", "grossValue": 17746960, "homeNotional": 5.330778767046095, "foreignNotional": 2000.1081933956948}]} 2020-08-12 05:54:08 DEBUG: message ignored 2020-08-12 05:54:08 DEBUG: check clearing time needed clearing_process_timer=3128.615197 2020-08-12 05:54:08 DEBUG: check init order needed init_order_process_timer=3228.615533 2020-08-12 05:54:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:08.883Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "533dbe5d-15e4-b680-6715-875fd518fa66", "grossValue": 1125750, "homeNotional": 0.33810436154626394, "foreignNotional": 126.87366167023555}]} 2020-08-12 05:54:08 DEBUG: message ignored 2020-08-12 05:54:09 DEBUG: check clearing time needed clearing_process_timer=3129.616147 2020-08-12 05:54:09 DEBUG: check init order needed init_order_process_timer=3229.616439 2020-08-12 05:54:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:10.128Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "b077c34d-36c1-5fff-bf45-d459c13a02a8", "grossValue": 750600000, "homeNotional": 225.4029076975093, "foreignNotional": 84593.71125887524}, {"timestamp": "2020-08-12T02:54:10.128Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "78357e3b-a395-74a5-9f63-233ec9c4b089", "grossValue": 37530000, "homeNotional": 11.270145384875464, "foreignNotional": 4229.685562943762}, {"timestamp": "2020-08-12T02:54:10.128Z", "symbol": "ETHUSD", "side": "Buy", "size": 472, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c903d9c-cc4b-b0b2-599f-52a2a1366e18", "grossValue": 17714160, "homeNotional": 5.319508621661219, "foreignNotional": 1996.4115857094557}]} 2020-08-12 05:54:10 DEBUG: message ignored 2020-08-12 05:54:10 DEBUG: check clearing time needed clearing_process_timer=3130.617128 2020-08-12 05:54:10 DEBUG: check init order needed init_order_process_timer=3230.617419 2020-08-12 05:54:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:10.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "96f10e7a-239c-5e56-4a9f-6891022e6054", "grossValue": 30028000, "homeNotional": 9.016116307900372, "foreignNotional": 3384.1992561704046}, {"timestamp": "2020-08-12T02:54:10.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "601866ed-a3ea-6eee-a1eb-0831c1e8c822", "grossValue": 18767500, "homeNotional": 5.635072692437732, "foreignNotional": 2115.1245351065027}, {"timestamp": "2020-08-12T02:54:10.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "07c3b1df-1d1c-3763-a1ec-be1f0800e61c", "grossValue": 1126050, "homeNotional": 0.33810436154626394, "foreignNotional": 126.90747210639017}, {"timestamp": "2020-08-12T02:54:10.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 709, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e733e4c-628b-bb35-587a-b564c8718c3c", "grossValue": 26612315, "homeNotional": 7.990533077876704, "foreignNotional": 2999.246590781021}]} 2020-08-12 05:54:10 DEBUG: message ignored 2020-08-12 05:54:11 DEBUG: check clearing time needed clearing_process_timer=3131.618619 2020-08-12 05:54:11 DEBUG: check init order needed init_order_process_timer=3231.618919 2020-08-12 05:54:12 DEBUG: check clearing time needed clearing_process_timer=3132.620123 2020-08-12 05:54:12 DEBUG: check init order needed init_order_process_timer=3232.620396 2020-08-12 05:54:13 DEBUG: check clearing time needed clearing_process_timer=3133.621584 2020-08-12 05:54:13 DEBUG: check init order needed init_order_process_timer=3233.621861 2020-08-12 05:54:14 DEBUG: check clearing time needed clearing_process_timer=3134.623059 2020-08-12 05:54:14 DEBUG: check init order needed init_order_process_timer=3234.623332 2020-08-12 05:54:15 DEBUG: check clearing time needed clearing_process_timer=3135.624608 2020-08-12 05:54:15 DEBUG: check init order needed init_order_process_timer=3235.62488 2020-08-12 05:54:16 DEBUG: check clearing time needed clearing_process_timer=3136.626086 2020-08-12 05:54:16 DEBUG: check init order needed init_order_process_timer=3236.626353 2020-08-12 05:54:17 DEBUG: check clearing time needed clearing_process_timer=3137.62756 2020-08-12 05:54:17 DEBUG: check init order needed init_order_process_timer=3237.627889 2020-08-12 05:54:18 DEBUG: check clearing time needed clearing_process_timer=3138.629069 2020-08-12 05:54:18 DEBUG: check init order needed init_order_process_timer=3238.629391 2020-08-12 05:54:19 DEBUG: check clearing time needed clearing_process_timer=3139.630651 2020-08-12 05:54:19 DEBUG: check init order needed init_order_process_timer=3239.630962 2020-08-12 05:54:20 DEBUG: check clearing time needed clearing_process_timer=3140.632109 2020-08-12 05:54:20 DEBUG: check init order needed init_order_process_timer=3240.632441 2020-08-12 05:54:21 DEBUG: check clearing time needed clearing_process_timer=3141.633684 2020-08-12 05:54:21 DEBUG: check init order needed init_order_process_timer=3241.633994 2020-08-12 05:54:22 DEBUG: check clearing time needed clearing_process_timer=3142.635169 2020-08-12 05:54:22 DEBUG: check init order needed init_order_process_timer=3242.635409 2020-08-12 05:54:23 DEBUG: check clearing time needed clearing_process_timer=3143.636616 2020-08-12 05:54:23 DEBUG: check init order needed init_order_process_timer=3243.636923 2020-08-12 05:54:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:23.810Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.4, "tickDirection": "PlusTick", "trdMatchID": "60f33996-cd58-7ed6-e810-6b2ee4d0e2b2", "grossValue": 488020, "homeNotional": 0.14651189000338105, "foreignNotional": 55.00056350726924}]} 2020-08-12 05:54:23 DEBUG: message ignored 2020-08-12 05:54:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:23.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a12e378b-99ca-8921-9e32-b91f053dcc25", "grossValue": 450480, "homeNotional": 0.13524174461850558, "foreignNotional": 50.769750929786994}]} 2020-08-12 05:54:23 DEBUG: message ignored 2020-08-12 05:54:24 DEBUG: check clearing time needed clearing_process_timer=3144.638141 2020-08-12 05:54:24 DEBUG: check init order needed init_order_process_timer=3244.638443 2020-08-12 05:54:25 DEBUG: check clearing time needed clearing_process_timer=3145.639658 2020-08-12 05:54:25 DEBUG: check init order needed init_order_process_timer=3245.6399 2020-08-12 05:54:26 DEBUG: check clearing time needed clearing_process_timer=3146.641091 2020-08-12 05:54:26 DEBUG: check init order needed init_order_process_timer=3246.641416 2020-08-12 05:54:27 DEBUG: check clearing time needed clearing_process_timer=3147.642616 2020-08-12 05:54:27 DEBUG: check init order needed init_order_process_timer=3247.642894 2020-08-12 05:54:28 DEBUG: check clearing time needed clearing_process_timer=3148.644094 2020-08-12 05:54:28 DEBUG: check init order needed init_order_process_timer=3248.644341 2020-08-12 05:54:29 DEBUG: check clearing time needed clearing_process_timer=3149.645524 2020-08-12 05:54:29 DEBUG: check init order needed init_order_process_timer=3249.645804 2020-08-12 05:54:30 DEBUG: check clearing time needed clearing_process_timer=3150.647207 2020-08-12 05:54:30 DEBUG: check init order needed init_order_process_timer=3250.647451 2020-08-12 05:54:31 DEBUG: check clearing time needed clearing_process_timer=3151.648625 2020-08-12 05:54:31 DEBUG: check init order needed init_order_process_timer=3251.648901 2020-08-12 05:54:32 DEBUG: check clearing time needed clearing_process_timer=3152.650071 2020-08-12 05:54:32 DEBUG: check init order needed init_order_process_timer=3252.650336 2020-08-12 05:54:33 DEBUG: check clearing time needed clearing_process_timer=3153.651593 2020-08-12 05:54:33 DEBUG: check init order needed init_order_process_timer=3253.65186 2020-08-12 05:54:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:33.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 375.35, "tickDirection": "MinusTick", "trdMatchID": "1730eb48-5151-0d4c-859c-77aae55db505", "grossValue": 3002800, "homeNotional": 0.9014084507042254, "foreignNotional": 338.343661971831}]} 2020-08-12 05:54:33 DEBUG: message ignored 2020-08-12 05:54:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:33.669Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e920524-9e76-ff9a-9c6d-e8165409973c", "grossValue": 50184295, "homeNotional": 15.064788732394366, "foreignNotional": 5654.568450704225}]} 2020-08-12 05:54:33 DEBUG: message ignored 2020-08-12 05:54:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:33.672Z", "symbol": "ETHUSD", "side": "Sell", "size": 1338, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f62691a6-4d9c-7e20-c3f0-a491ddb9980e", "grossValue": 50221830, "homeNotional": 15.076056338028168, "foreignNotional": 5658.797746478873}]} 2020-08-12 05:54:33 DEBUG: message ignored 2020-08-12 05:54:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:33.675Z", "symbol": "ETHUSD", "side": "Sell", "size": 425, "price": 375.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "afa355f1-8545-fccf-8544-7e96a8da010f", "grossValue": 15952375, "homeNotional": 4.788732394366197, "foreignNotional": 1797.4507042253522}]} 2020-08-12 05:54:33 DEBUG: message ignored 2020-08-12 05:54:34 DEBUG: check clearing time needed clearing_process_timer=3154.653046 2020-08-12 05:54:34 DEBUG: check init order needed init_order_process_timer=3254.65334 2020-08-12 05:54:35 DEBUG: check clearing time needed clearing_process_timer=3155.654548 2020-08-12 05:54:35 DEBUG: check init order needed init_order_process_timer=3255.654868 2020-08-12 05:54:36 DEBUG: check clearing time needed clearing_process_timer=3156.656057 2020-08-12 05:54:36 DEBUG: check init order needed init_order_process_timer=3256.656322 2020-08-12 05:54:37 DEBUG: check clearing time needed clearing_process_timer=3157.657532 2020-08-12 05:54:37 DEBUG: check init order needed init_order_process_timer=3257.657823 2020-08-12 05:54:38 DEBUG: check clearing time needed clearing_process_timer=3158.659014 2020-08-12 05:54:38 DEBUG: check init order needed init_order_process_timer=3258.659283 2020-08-12 05:54:39 DEBUG: check clearing time needed clearing_process_timer=3159.66048 2020-08-12 05:54:39 DEBUG: check init order needed init_order_process_timer=3259.660754 2020-08-12 05:54:40 DEBUG: check clearing time needed clearing_process_timer=3160.661986 2020-08-12 05:54:40 DEBUG: check init order needed init_order_process_timer=3260.662257 2020-08-12 05:54:41 DEBUG: check clearing time needed clearing_process_timer=3161.663471 2020-08-12 05:54:41 DEBUG: check init order needed init_order_process_timer=3261.663818 2020-08-12 05:54:42 DEBUG: check clearing time needed clearing_process_timer=3162.665063 2020-08-12 05:54:42 DEBUG: check init order needed init_order_process_timer=3262.665351 2020-08-12 05:54:43 DEBUG: check clearing time needed clearing_process_timer=3163.666511 2020-08-12 05:54:43 DEBUG: check init order needed init_order_process_timer=3263.666781 2020-08-12 05:54:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:43.909Z", "symbol": "ETHUSD", "side": "Buy", "size": 890, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "22b064fe-bf56-3df1-1086-85d1d35ca247", "grossValue": 33397250, "homeNotional": 10.028169014084508, "foreignNotional": 3763.0704225352115}]} 2020-08-12 05:54:43 DEBUG: message ignored 2020-08-12 05:54:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:44.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 168, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "dba1d65b-6c99-858e-34a6-5b786352b8dd", "grossValue": 6304200, "homeNotional": 1.8929577464788732, "foreignNotional": 710.3323943661971}]} 2020-08-12 05:54:44 DEBUG: message ignored 2020-08-12 05:54:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:44.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.2, "tickDirection": "MinusTick", "trdMatchID": "5963cdd8-236a-d09e-39d8-9c9df64492be", "grossValue": 1088080, "homeNotional": 0.3267605633802817, "foreignNotional": 122.60056338028168}, {"timestamp": "2020-08-12T02:54:44.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 1260, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "430ccaa2-e139-5ad0-ae9f-be70458a7693", "grossValue": 47275200, "homeNotional": 14.19718309859155, "foreignNotional": 5326.783098591549}]} 2020-08-12 05:54:44 DEBUG: message ignored 2020-08-12 05:54:44 DEBUG: check clearing time needed clearing_process_timer=3164.667971 2020-08-12 05:54:44 DEBUG: check init order needed init_order_process_timer=3264.668238 2020-08-12 05:54:45 DEBUG: check clearing time needed clearing_process_timer=3165.669408 2020-08-12 05:54:45 DEBUG: check init order needed init_order_process_timer=3265.669689 2020-08-12 05:54:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:46.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 355, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca5c5d03-f73b-7818-ac60-1e8b384e1bfd", "grossValue": 13319600, "homeNotional": 4, "foreignNotional": 1500.8}]} 2020-08-12 05:54:46 DEBUG: message ignored 2020-08-12 05:54:46 DEBUG: check clearing time needed clearing_process_timer=3166.670844 2020-08-12 05:54:46 DEBUG: check init order needed init_order_process_timer=3266.670997 2020-08-12 05:54:47 DEBUG: check clearing time needed clearing_process_timer=3167.672196 2020-08-12 05:54:47 DEBUG: check init order needed init_order_process_timer=3267.672456 2020-08-12 05:54:48 DEBUG: check clearing time needed clearing_process_timer=3168.673114 2020-08-12 05:54:48 DEBUG: check init order needed init_order_process_timer=3268.673376 2020-08-12 05:54:49 DEBUG: check clearing time needed clearing_process_timer=3169.674568 2020-08-12 05:54:49 DEBUG: check init order needed init_order_process_timer=3269.674857 2020-08-12 05:54:50 DEBUG: check clearing time needed clearing_process_timer=3170.676066 2020-08-12 05:54:50 DEBUG: check init order needed init_order_process_timer=3270.67639 2020-08-12 05:54:51 DEBUG: check clearing time needed clearing_process_timer=3171.677603 2020-08-12 05:54:51 DEBUG: check init order needed init_order_process_timer=3271.677863 2020-08-12 05:54:52 DEBUG: check clearing time needed clearing_process_timer=3172.679044 2020-08-12 05:54:52 DEBUG: check init order needed init_order_process_timer=3272.679308 2020-08-12 05:54:53 DEBUG: check clearing time needed clearing_process_timer=3173.680505 2020-08-12 05:54:53 DEBUG: check init order needed init_order_process_timer=3273.680823 2020-08-12 05:54:54 DEBUG: check clearing time needed clearing_process_timer=3174.681997 2020-08-12 05:54:54 DEBUG: check init order needed init_order_process_timer=3274.682247 2020-08-12 05:54:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:55.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 181, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "638e7650-19b9-ae60-ebd4-c1b446feb2e9", "grossValue": 6791120, "homeNotional": 2.03943661971831, "foreignNotional": 765.1966197183099}, {"timestamp": "2020-08-12T02:54:55.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ad4f85f-f63d-8c60-33db-8f8ff4821d88", "grossValue": 262640, "homeNotional": 0.07887323943661972, "foreignNotional": 29.59323943661972}, {"timestamp": "2020-08-12T02:54:55.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 375.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "74e0e074-3700-a83c-d658-d6a2ef46fd4b", "grossValue": 1463280, "homeNotional": 0.4394366197183099, "foreignNotional": 164.87661971830985}]} 2020-08-12 05:54:55 DEBUG: message ignored 2020-08-12 05:54:55 DEBUG: check clearing time needed clearing_process_timer=3175.683325 2020-08-12 05:54:55 DEBUG: check init order needed init_order_process_timer=3275.683482 2020-08-12 05:54:56 DEBUG: check clearing time needed clearing_process_timer=3176.684654 2020-08-12 05:54:56 DEBUG: check init order needed init_order_process_timer=3276.684928 2020-08-12 05:54:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:56.842Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.1, "tickDirection": "MinusTick", "trdMatchID": "27e21f0c-a986-49ce-ed88-c7b20cbdfcb7", "grossValue": 1087790, "homeNotional": 0.3267605633802817, "foreignNotional": 122.56788732394367}, {"timestamp": "2020-08-12T02:54:56.842Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b81359b-5c82-86e0-4708-83cefe2362e2", "grossValue": 6414210, "homeNotional": 1.9267605633802818, "foreignNotional": 722.7278873239436}]} 2020-08-12 05:54:56 DEBUG: message ignored 2020-08-12 05:54:57 DEBUG: check clearing time needed clearing_process_timer=3177.686179 2020-08-12 05:54:57 DEBUG: check init order needed init_order_process_timer=3277.686445 2020-08-12 05:54:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:54:58.374Z", "symbol": "ETHUSD", "side": "Sell", "size": 1489, "price": 375.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "56962c7c-e1b6-4be1-9ad5-cedd5a0e9458", "grossValue": 55852390, "homeNotional": 16.777464788732395, "foreignNotional": 6293.227042253521}]} 2020-08-12 05:54:58 DEBUG: message ignored 2020-08-12 05:54:58 DEBUG: check clearing time needed clearing_process_timer=3178.687613 2020-08-12 05:54:58 DEBUG: check init order needed init_order_process_timer=3278.687946 2020-08-12 05:54:59 DEBUG: check clearing time needed clearing_process_timer=3179.689147 2020-08-12 05:54:59 DEBUG: check init order needed init_order_process_timer=3279.689506 2020-08-12 05:55:00 DEBUG: check clearing time needed clearing_process_timer=3180.690815 2020-08-12 05:55:00 DEBUG: check init order needed init_order_process_timer=3280.691085 2020-08-12 05:55:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:00.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "77fa88cf-a10c-2419-1b3d-d604e87df569", "grossValue": 18752500, "homeNotional": 5.632533513574406, "foreignNotional": 2112.481694266081}, {"timestamp": "2020-08-12T02:55:00.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "48d93748-14b9-54ca-ed89-3065e51ad2f2", "grossValue": 1087645, "homeNotional": 0.32668694378731555, "foreignNotional": 122.5239382674327}, {"timestamp": "2020-08-12T02:55:00.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "722b36f1-03c7-1fd8-de0e-c89c0990f247", "grossValue": 3112915, "homeNotional": 0.9350005632533513, "foreignNotional": 350.67196124816945}, {"timestamp": "2020-08-12T02:55:00.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e57cb3fa-1fcd-00ac-fdb5-6b196645eafd", "grossValue": 1875250, "homeNotional": 0.5632533513574406, "foreignNotional": 211.2481694266081}, {"timestamp": "2020-08-12T02:55:00.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 338, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "dcc550d3-cf0f-0b3b-08c1-b7ded7865d6a", "grossValue": 12676690, "homeNotional": 3.807592655176298, "foreignNotional": 1428.0376253238708}]} 2020-08-12 05:55:00 DEBUG: message ignored 2020-08-12 05:55:01 DEBUG: check clearing time needed clearing_process_timer=3181.693257 2020-08-12 05:55:01 DEBUG: check init order needed init_order_process_timer=3281.699027 2020-08-12 05:55:02 DEBUG: check clearing time needed clearing_process_timer=3182.700483 2020-08-12 05:55:02 DEBUG: check init order needed init_order_process_timer=3282.700764 2020-08-12 05:55:03 DEBUG: check clearing time needed clearing_process_timer=3183.701946 2020-08-12 05:55:03 DEBUG: check init order needed init_order_process_timer=3283.70221 2020-08-12 05:55:04 DEBUG: check clearing time needed clearing_process_timer=3184.703418 2020-08-12 05:55:04 DEBUG: check init order needed init_order_process_timer=3284.703735 2020-08-12 05:55:05 DEBUG: check clearing time needed clearing_process_timer=3185.704977 2020-08-12 05:55:05 DEBUG: check init order needed init_order_process_timer=3285.705273 2020-08-12 05:55:06 DEBUG: check clearing time needed clearing_process_timer=3186.70648 2020-08-12 05:55:06 DEBUG: check init order needed init_order_process_timer=3286.706799 2020-08-12 05:55:07 DEBUG: check clearing time needed clearing_process_timer=3187.708045 2020-08-12 05:55:07 DEBUG: check init order needed init_order_process_timer=3287.70836 2020-08-12 05:55:08 DEBUG: check clearing time needed clearing_process_timer=3188.709582 2020-08-12 05:55:08 DEBUG: check init order needed init_order_process_timer=3288.709852 2020-08-12 05:55:09 DEBUG: check clearing time needed clearing_process_timer=3189.711033 2020-08-12 05:55:09 DEBUG: check init order needed init_order_process_timer=3289.711278 2020-08-12 05:55:10 DEBUG: check clearing time needed clearing_process_timer=3190.712445 2020-08-12 05:55:10 DEBUG: check init order needed init_order_process_timer=3290.712704 2020-08-12 05:55:11 DEBUG: check clearing time needed clearing_process_timer=3191.713913 2020-08-12 05:55:11 DEBUG: check init order needed init_order_process_timer=3291.714178 2020-08-12 05:55:12 DEBUG: check clearing time needed clearing_process_timer=3192.715359 2020-08-12 05:55:12 DEBUG: check init order needed init_order_process_timer=3292.715703 2020-08-12 05:55:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:13.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 205, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2cf8bf77-bdc8-39b2-39ad-ed6cf2eebe61", "grossValue": 7688525, "homeNotional": 2.309338740565506, "foreignNotional": 866.1174946490931}, {"timestamp": "2020-08-12T02:55:13.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "33076034-9173-83b2-4ac5-4605dd0269ee", "grossValue": 75010, "homeNotional": 0.022530134054297622, "foreignNotional": 8.449926777064324}, {"timestamp": "2020-08-12T02:55:13.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 162, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "40890adc-c964-9666-829a-a6ef4ef0f4e4", "grossValue": 6075810, "homeNotional": 1.8249408583981075, "foreignNotional": 684.4440689422102}]} 2020-08-12 05:55:13 DEBUG: message ignored 2020-08-12 05:55:13 DEBUG: check clearing time needed clearing_process_timer=3193.716906 2020-08-12 05:55:13 DEBUG: check init order needed init_order_process_timer=3293.717201 2020-08-12 05:55:14 DEBUG: check clearing time needed clearing_process_timer=3194.718386 2020-08-12 05:55:14 DEBUG: check init order needed init_order_process_timer=3294.718649 2020-08-12 05:55:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:14.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "8ace1905-2251-f5b3-5adf-5da2687ea84d", "grossValue": 1087355, "homeNotional": 0.32668694378731555, "foreignNotional": 122.49126957305396}, {"timestamp": "2020-08-12T02:55:14.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d82d7fb5-3886-e50c-174e-4f800dd6ad17", "grossValue": 74990, "homeNotional": 0.022530134054297622, "foreignNotional": 8.447673763658894}, {"timestamp": "2020-08-12T02:55:14.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "8287564e-6a1f-a18e-58f2-393c20d4d613", "grossValue": 374950, "homeNotional": 0.11265067027148812, "foreignNotional": 42.23836881829447}, {"timestamp": "2020-08-12T02:55:14.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f4cbfa4-f340-870d-f7d2-4ed906899f08", "grossValue": 74990, "homeNotional": 0.022530134054297622, "foreignNotional": 8.447673763658894}, {"timestamp": "2020-08-12T02:55:14.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1afcc73-f23c-8943-ea67-8304dd85d4af", "grossValue": 149980, "homeNotional": 0.045060268108595244, "foreignNotional": 16.89534752731779}, {"timestamp": "2020-08-12T02:55:14.816Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a5f7f60-e420-4667-82b9-25f2a88d6e5b", "grossValue": 187475, "homeNotional": 0.05632533513574406, "foreignNotional": 21.119184409147234}]} 2020-08-12 05:55:14 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:15.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "baa4c302-8a6d-a752-5e24-0ed8762f5dac", "grossValue": 1087210, "homeNotional": 0.32668694378731555, "foreignNotional": 122.4749352258646}, {"timestamp": "2020-08-12T02:55:15.138Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "dd22057c-1960-480f-63e7-7e0a547b4d36", "grossValue": 74980, "homeNotional": 0.022530134054297622, "foreignNotional": 8.44654725695618}]} 2020-08-12 05:55:15 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:15.178Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd9c0635-b047-6587-1eb2-567610f1a635", "grossValue": 224940, "homeNotional": 0.06759040216289287, "foreignNotional": 25.339641770868536}]} 2020-08-12 05:55:15 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:15.622Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "16b6df7c-d6ee-e01e-e258-51f039d4a332", "grossValue": 187425, "homeNotional": 0.05632533513574406, "foreignNotional": 21.11355187563366}]} 2020-08-12 05:55:15 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:15.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0a090a2-ad0e-f933-2e10-d5bc68a6ae60", "grossValue": 1686825, "homeNotional": 0.5069280162216965, "foreignNotional": 190.02196688070293}, {"timestamp": "2020-08-12T02:55:15.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f174e3f1-049f-a41c-5ee9-b7870ccd37aa", "grossValue": 187425, "homeNotional": 0.05632533513574406, "foreignNotional": 21.11355187563366}, {"timestamp": "2020-08-12T02:55:15.659Z", "symbol": "ETHUSD", "side": "Sell", "size": 308, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d89b1d0d-d1fb-ea10-1d02-60973adcea1f", "grossValue": 11545380, "homeNotional": 3.469640644361834, "foreignNotional": 1300.5947955390334}]} 2020-08-12 05:55:15 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:15.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 109, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa00482f-93e6-0bfa-1e40-2ed9b47cea80", "grossValue": 4085865, "homeNotional": 1.2278923059592204, "foreignNotional": 460.2754308888138}]} 2020-08-12 05:55:15 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:15.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa2893c4-4c4e-3b63-eb4a-1652f1c00043", "grossValue": 3111255, "homeNotional": 0.9350005632533513, "foreignNotional": 350.48496113551874}]} 2020-08-12 05:55:15 DEBUG: message ignored 2020-08-12 05:55:15 DEBUG: check clearing time needed clearing_process_timer=3195.719803 2020-08-12 05:55:15 DEBUG: check init order needed init_order_process_timer=3295.719938 2020-08-12 05:55:16 DEBUG: check clearing time needed clearing_process_timer=3196.721105 2020-08-12 05:55:16 DEBUG: check init order needed init_order_process_timer=3296.721391 2020-08-12 05:55:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:17.530Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "b6de58d7-9880-f90b-abfc-9b72c1da5438", "grossValue": 1086920, "homeNotional": 0.32668694378731555, "foreignNotional": 122.44226653148586}, {"timestamp": "2020-08-12T02:55:17.530Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5671a9b-a522-705d-0c0e-6eaa44b5d3fb", "grossValue": 899520, "homeNotional": 0.2703616086515715, "foreignNotional": 101.33153092260899}]} 2020-08-12 05:55:17 DEBUG: message ignored 2020-08-12 05:55:17 DEBUG: check clearing time needed clearing_process_timer=3197.722571 2020-08-12 05:55:17 DEBUG: check init order needed init_order_process_timer=3297.722839 2020-08-12 05:55:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:18.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 170, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "72c8a09e-c6fd-fa19-eda8-05a1c3ddb4e9", "grossValue": 6371600, "homeNotional": 1.915061394615298, "foreignNotional": 717.7650107018137}]} 2020-08-12 05:55:18 DEBUG: message ignored 2020-08-12 05:55:18 DEBUG: check clearing time needed clearing_process_timer=3198.72401 2020-08-12 05:55:18 DEBUG: check init order needed init_order_process_timer=3298.724291 2020-08-12 05:55:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:19.221Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "85c4f52b-acfd-4834-b983-540a7c05f299", "grossValue": 224880, "homeNotional": 0.06759040216289287, "foreignNotional": 25.332882730652248}, {"timestamp": "2020-08-12T02:55:19.221Z", "symbol": "ETHUSD", "side": "Sell", "size": 182, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "eec2154a-e1ff-7489-d9b1-5eca1730172e", "grossValue": 6821360, "homeNotional": 2.0502421989410835, "foreignNotional": 768.4307761631181}]} 2020-08-12 05:55:19 DEBUG: message ignored 2020-08-12 05:55:19 DEBUG: check clearing time needed clearing_process_timer=3199.725469 2020-08-12 05:55:19 DEBUG: check init order needed init_order_process_timer=3299.725752 2020-08-12 05:55:20 DEBUG: check clearing time needed clearing_process_timer=3200.726937 2020-08-12 05:55:20 DEBUG: check init order needed init_order_process_timer=3300.727242 2020-08-12 05:55:21 DEBUG: check clearing time needed clearing_process_timer=3201.728467 2020-08-12 05:55:21 DEBUG: check init order needed init_order_process_timer=3301.728773 2020-08-12 05:55:22 DEBUG: check clearing time needed clearing_process_timer=3202.729977 2020-08-12 05:55:22 DEBUG: check init order needed init_order_process_timer=3302.730236 2020-08-12 05:55:23 DEBUG: check clearing time needed clearing_process_timer=3203.731414 2020-08-12 05:55:23 DEBUG: check init order needed init_order_process_timer=3303.731673 2020-08-12 05:55:24 DEBUG: check clearing time needed clearing_process_timer=3204.73285 2020-08-12 05:55:24 DEBUG: check init order needed init_order_process_timer=3304.733144 2020-08-12 05:55:25 DEBUG: check clearing time needed clearing_process_timer=3205.734379 2020-08-12 05:55:25 DEBUG: check init order needed init_order_process_timer=3305.734708 2020-08-12 05:55:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:26.246Z", "symbol": "ETHUSD", "side": "Sell", "size": 244, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe9ad905-d9e9-d8f6-6194-e4c18a24c251", "grossValue": 9145120, "homeNotional": 2.74867635462431, "foreignNotional": 1030.2038977131913}]} 2020-08-12 05:55:26 DEBUG: message ignored 2020-08-12 05:55:26 DEBUG: check clearing time needed clearing_process_timer=3206.735933 2020-08-12 05:55:26 DEBUG: check init order needed init_order_process_timer=3306.736204 2020-08-12 05:55:27 DEBUG: check clearing time needed clearing_process_timer=3207.737157 2020-08-12 05:55:27 DEBUG: check init order needed init_order_process_timer=3307.737461 2020-08-12 05:55:28 DEBUG: check clearing time needed clearing_process_timer=3208.738667 2020-08-12 05:55:28 DEBUG: check init order needed init_order_process_timer=3308.73893 2020-08-12 05:55:29 DEBUG: check clearing time needed clearing_process_timer=3209.740132 2020-08-12 05:55:29 DEBUG: check init order needed init_order_process_timer=3309.740422 2020-08-12 05:55:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:30.669Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d181e06-5818-c3a6-3ab2-6e19cf9430ac", "grossValue": 1874000, "homeNotional": 0.5631264782070053, "foreignNotional": 211.05980403198558}]} 2020-08-12 05:55:30 DEBUG: message ignored 2020-08-12 05:55:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:30.684Z", "symbol": "ETHUSD", "side": "Sell", "size": 7858, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3eb1503-bb57-d395-3ecd-4825782f0c1f", "grossValue": 294517840, "homeNotional": 88.50095731501295, "foreignNotional": 33170.158801666854}, {"timestamp": "2020-08-12T02:55:30.684Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "dfddf490-b95c-97c5-c0cc-b34c7795e194", "grossValue": 1499200, "homeNotional": 0.45050118256560423, "foreignNotional": 168.84784322558846}, {"timestamp": "2020-08-12T02:55:30.684Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c778dcb-cd02-d020-dd0e-23e8d513ddf8", "grossValue": 1911480, "homeNotional": 0.5743890077711454, "foreignNotional": 215.2810001126253}]} 2020-08-12 05:55:30 DEBUG: message ignored 2020-08-12 05:55:30 DEBUG: check clearing time needed clearing_process_timer=3210.741652 2020-08-12 05:55:30 DEBUG: check init order needed init_order_process_timer=3310.741977 2020-08-12 05:55:31 DEBUG: check clearing time needed clearing_process_timer=3211.743181 2020-08-12 05:55:31 DEBUG: check init order needed init_order_process_timer=3311.743481 2020-08-12 05:55:32 DEBUG: check clearing time needed clearing_process_timer=3212.744702 2020-08-12 05:55:32 DEBUG: check init order needed init_order_process_timer=3312.745064 2020-08-12 05:55:33 DEBUG: check clearing time needed clearing_process_timer=3213.746267 2020-08-12 05:55:33 DEBUG: check init order needed init_order_process_timer=3313.746555 2020-08-12 05:55:34 DEBUG: check clearing time needed clearing_process_timer=3214.747756 2020-08-12 05:55:34 DEBUG: check init order needed init_order_process_timer=3314.748016 2020-08-12 05:55:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:35.234Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "eac74854-a876-1fa0-683b-424c172165c1", "grossValue": 899400, "homeNotional": 0.2703007095393625, "foreignNotional": 101.29519089987612}]} 2020-08-12 05:55:35 DEBUG: message ignored 2020-08-12 05:55:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:35.607Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "4adbbec7-74cd-c0e0-7a28-6c9f8e3a14a2", "grossValue": 187375, "homeNotional": 0.05631264782070053, "foreignNotional": 21.103164770807524}, {"timestamp": "2020-08-12T02:55:35.607Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e2b2214-751b-60bd-829e-bbb72a1c86f6", "grossValue": 936875, "homeNotional": 0.28156323910350267, "foreignNotional": 105.51582385403762}]} 2020-08-12 05:55:35 DEBUG: message ignored 2020-08-12 05:55:35 DEBUG: check clearing time needed clearing_process_timer=3215.749228 2020-08-12 05:55:35 DEBUG: check init order needed init_order_process_timer=3315.749538 2020-08-12 05:55:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:35.759Z", "symbol": "ETHUSD", "side": "Sell", "size": 95, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "0423b726-b542-f7f7-2e60-25bab2b40db5", "grossValue": 3560125, "homeNotional": 1.0699403085933101, "foreignNotional": 400.96013064534293}]} 2020-08-12 05:55:35 DEBUG: message ignored 2020-08-12 05:55:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:36.021Z", "symbol": "ETHUSD", "side": "Sell", "size": 125, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4814297-8229-6e73-44a8-718da63876d4", "grossValue": 4684375, "homeNotional": 1.4078161955175132, "foreignNotional": 527.5791192701881}]} 2020-08-12 05:55:36 DEBUG: message ignored 2020-08-12 05:55:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:36.040Z", "symbol": "ETHUSD", "side": "Sell", "size": 230, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8fbfa401-ac25-f672-5d02-d387693564a6", "grossValue": 8619250, "homeNotional": 2.5903817997522243, "foreignNotional": 970.745579457146}]} 2020-08-12 05:55:36 DEBUG: message ignored 2020-08-12 05:55:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:36.109Z", "symbol": "ETHUSD", "side": "Sell", "size": 617, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c06bbb8c-bb47-5b03-08aa-b6df33668a23", "grossValue": 23122075, "homeNotional": 6.948980741074445, "foreignNotional": 2604.1305327176483}]} 2020-08-12 05:55:36 DEBUG: message ignored 2020-08-12 05:55:36 DEBUG: check clearing time needed clearing_process_timer=3216.750795 2020-08-12 05:55:36 DEBUG: check init order needed init_order_process_timer=3316.751088 2020-08-12 05:55:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:37.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "f7ad4a09-4029-16a4-c893-43b2d4e90a2a", "grossValue": 374700, "homeNotional": 0.11262529564140106, "foreignNotional": 42.20069827683297}, {"timestamp": "2020-08-12T02:55:37.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d632a942-19a7-087f-c61b-e2bfc5ff5a1b", "grossValue": 112410, "homeNotional": 0.033787588692420316, "foreignNotional": 12.660209483049893}, {"timestamp": "2020-08-12T02:55:37.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "30d32844-3f65-d683-b117-38991fe956a2", "grossValue": 262290, "homeNotional": 0.07883770694898073, "foreignNotional": 29.540488793783084}, {"timestamp": "2020-08-12T02:55:37.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "315ab44b-57d5-67a8-f58d-f32c2895aa7e", "grossValue": 1086485, "homeNotional": 0.3266133573600631, "foreignNotional": 122.36569433494763}]} 2020-08-12 05:55:37 DEBUG: message ignored 2020-08-12 05:55:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:37.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "4b9b0c17-1c12-f7a8-677b-4f4a29bfb749", "grossValue": 1086340, "homeNotional": 0.3266133573600631, "foreignNotional": 122.34936366707963}, {"timestamp": "2020-08-12T02:55:37.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b414fa55-c1e4-1f0d-ff47-37028478f6df", "grossValue": 299680, "homeNotional": 0.09010023651312085, "foreignNotional": 33.751548597815066}, {"timestamp": "2020-08-12T02:55:37.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "06d5253d-f956-8362-527e-393a83fdf328", "grossValue": 37460, "homeNotional": 0.011262529564140106, "foreignNotional": 4.218943574726883}, {"timestamp": "2020-08-12T02:55:37.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a12d839c-f18d-d4f8-d84d-3da77c8a6274", "grossValue": 37460, "homeNotional": 0.011262529564140106, "foreignNotional": 4.218943574726883}, {"timestamp": "2020-08-12T02:55:37.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2144893a-5976-d853-8664-9d04612eb163", "grossValue": 37460, "homeNotional": 0.011262529564140106, "foreignNotional": 4.218943574726883}, {"timestamp": "2020-08-12T02:55:37.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec1f3376-7d8e-2763-d4bd-acdd62717ae3", "grossValue": 37460, "homeNotional": 0.011262529564140106, "foreignNotional": 4.218943574726883}]} 2020-08-12 05:55:37 DEBUG: message ignored 2020-08-12 05:55:37 DEBUG: check clearing time needed clearing_process_timer=3217.752294 2020-08-12 05:55:37 DEBUG: check init order needed init_order_process_timer=3317.752597 2020-08-12 05:55:38 DEBUG: check clearing time needed clearing_process_timer=3218.753809 2020-08-12 05:55:38 DEBUG: check init order needed init_order_process_timer=3318.754092 2020-08-12 05:55:39 DEBUG: check clearing time needed clearing_process_timer=3219.755285 2020-08-12 05:55:39 DEBUG: check init order needed init_order_process_timer=3319.755534 2020-08-12 05:55:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:40.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "e9a4ee80-755e-be1e-dbaf-a9c461f0a8ca", "grossValue": 1086050, "homeNotional": 0.3266133573600631, "foreignNotional": 122.31670233134362}, {"timestamp": "2020-08-12T02:55:40.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cd4d70d-c55a-810f-f575-b8f37ef3367f", "grossValue": 37450, "homeNotional": 0.011262529564140106, "foreignNotional": 4.21781732177047}, {"timestamp": "2020-08-12T02:55:40.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5aba116-70ce-cc1f-2d52-70d7c334df6e", "grossValue": 524300, "homeNotional": 0.15767541389796147, "foreignNotional": 59.049442504786576}]} 2020-08-12 05:55:40 DEBUG: message ignored 2020-08-12 05:55:40 DEBUG: check clearing time needed clearing_process_timer=3220.75674 2020-08-12 05:55:40 DEBUG: check init order needed init_order_process_timer=3320.757075 2020-08-12 05:55:41 DEBUG: check clearing time needed clearing_process_timer=3221.758268 2020-08-12 05:55:41 DEBUG: check init order needed init_order_process_timer=3321.758541 2020-08-12 05:55:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:41.846Z", "symbol": "ETHUSD", "side": "Sell", "size": 19, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "61f5e696-856c-e25f-f58a-d1c85e88cf23", "grossValue": 711550, "homeNotional": 0.213988061718662, "foreignNotional": 80.13852911363892}, {"timestamp": "2020-08-12T02:55:41.846Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "8a772f91-943c-7a10-1587-f0b33305bbd6", "grossValue": 1872500, "homeNotional": 0.5631264782070053, "foreignNotional": 210.8908660885235}, {"timestamp": "2020-08-12T02:55:41.846Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ab733a8-8df0-0c26-55ec-ceb9a15af42a", "grossValue": 74900, "homeNotional": 0.022525059128280213, "foreignNotional": 8.43563464354094}, {"timestamp": "2020-08-12T02:55:41.846Z", "symbol": "ETHUSD", "side": "Sell", "size": 223, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "3999e446-b490-bf6b-559a-54c94ea03b10", "grossValue": 8351350, "homeNotional": 2.5115440928032435, "foreignNotional": 940.5732627548148}]} 2020-08-12 05:55:41 DEBUG: message ignored 2020-08-12 05:55:42 DEBUG: check clearing time needed clearing_process_timer=3222.75973 2020-08-12 05:55:42 DEBUG: check init order needed init_order_process_timer=3322.760029 2020-08-12 05:55:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:43.350Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "3be060e9-3a69-28db-b6fb-0de7c689f58f", "grossValue": 374550, "homeNotional": 0.11262529564140106, "foreignNotional": 42.183804482486764}, {"timestamp": "2020-08-12T02:55:43.350Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0277d35d-77e2-c07c-df6f-ad5fe32d54d4", "grossValue": 187275, "homeNotional": 0.05631264782070053, "foreignNotional": 21.091902241243382}, {"timestamp": "2020-08-12T02:55:43.350Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa876c8c-baed-12d0-624b-98c6eb9bb769", "grossValue": 224730000, "homeNotional": 67.57517738484063, "foreignNotional": 25310.282689492058}, {"timestamp": "2020-08-12T02:55:43.350Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "241016bc-130e-a8c0-5f9c-01ef8ddb1604", "grossValue": 18727500, "homeNotional": 5.631264782070053, "foreignNotional": 2109.1902241243383}, {"timestamp": "2020-08-12T02:55:43.350Z", "symbol": "ETHUSD", "side": "Buy", "size": 554, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0255d993-ed58-4fb6-69af-cd893c9fec3b", "grossValue": 20750070, "homeNotional": 6.239441378533619, "foreignNotional": 2336.9827683297667}, {"timestamp": "2020-08-12T02:55:43.350Z", "symbol": "ETHUSD", "side": "Buy", "size": 5735, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed5a88a1-cc63-95e2-b910-3b1a39eb0472", "grossValue": 214804425, "homeNotional": 64.59060705034351, "foreignNotional": 24192.41187070616}]} 2020-08-12 05:55:43 DEBUG: message ignored 2020-08-12 05:55:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:43.366Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "f3060648-57b7-e963-1817-3233dbf9de57", "grossValue": 486850, "homeNotional": 0.14641288433382138, "foreignNotional": 54.83162518301611}]} 2020-08-12 05:55:43 DEBUG: message ignored 2020-08-12 05:55:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:43.368Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d973c339-1493-cf89-118e-7c16b5339946", "grossValue": 486850, "homeNotional": 0.14641288433382138, "foreignNotional": 54.83162518301611}]} 2020-08-12 05:55:43 DEBUG: message ignored 2020-08-12 05:55:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:43.372Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef44cc4c-9203-7ac6-8f1c-5c33ab07b240", "grossValue": 411950, "homeNotional": 0.12388782520554116, "foreignNotional": 46.395990539475164}]} 2020-08-12 05:55:43 DEBUG: message ignored 2020-08-12 05:55:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:43.375Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7017b67-bad2-f723-98b6-afea60d910c6", "grossValue": 449400, "homeNotional": 0.13515035476968126, "foreignNotional": 50.61380786124563}]} 2020-08-12 05:55:43 DEBUG: message ignored 2020-08-12 05:55:43 DEBUG: check clearing time needed clearing_process_timer=3223.761223 2020-08-12 05:55:43 DEBUG: check init order needed init_order_process_timer=3323.7615 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 171, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "917aec03-e632-3e8d-8aed-a4d01a05f022", "grossValue": 6404805, "homeNotional": 1.925892555467958, "foreignNotional": 721.3430566505237}, {"timestamp": "2020-08-12T02:55:44.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 829, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "5ef522ca-c662-a71b-4445-85b9615826f7", "grossValue": 31050195, "homeNotional": 9.336637008672147, "foreignNotional": 3497.037391598153}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 171, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "b635b1d7-10c5-776e-c003-7bb820e2c318", "grossValue": 6404805, "homeNotional": 1.925892555467958, "foreignNotional": 721.3430566505237}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.509Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "1fa03bf8-54b0-7b12-3a3e-7a508e7e77ac", "grossValue": 412005, "homeNotional": 0.12388782520554116, "foreignNotional": 46.402184930735444}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.517Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "33492171-2808-2035-9b90-f109ad94d1c1", "grossValue": 486915, "homeNotional": 0.14641288433382138, "foreignNotional": 54.8389458272328}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.534Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "410ddc76-5aef-4ffc-c36b-732fad407fb4", "grossValue": 412005, "homeNotional": 0.12388782520554116, "foreignNotional": 46.402184930735444}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "310abe05-11c7-fb94-1cde-304e6c47ba65", "grossValue": 486980, "homeNotional": 0.14641288433382138, "foreignNotional": 54.84626647144949}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.679Z", "symbol": "ETHUSD", "side": "Buy", "size": 474, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "3798e17b-a8b8-d270-4ece-03ac17ffdf7c", "grossValue": 17758410, "homeNotional": 5.33843901340241, "foreignNotional": 2000.046176371213}, {"timestamp": "2020-08-12T02:55:44.679Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9397f08-e0af-8832-e345-933e3e19cc76", "grossValue": 1011555, "homeNotional": 0.30408829823178285, "foreignNotional": 113.92668093253745}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "c9ab0b41-7db1-b3de-3ed4-1b2c1f78b3c4", "grossValue": 449520, "homeNotional": 0.13515035476968126, "foreignNotional": 50.6273228967226}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "898119d5-0224-079d-34f0-14d02352c8f0", "grossValue": 412060, "homeNotional": 0.12388782520554116, "foreignNotional": 46.40837932199572}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:44 DEBUG: check clearing time needed clearing_process_timer=3224.762651 2020-08-12 05:55:44 DEBUG: check init order needed init_order_process_timer=3324.762802 2020-08-12 05:55:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:44.741Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "67dd7fdd-6c5b-3fbd-8f56-c98bcc3f32d0", "grossValue": 449520, "homeNotional": 0.13515035476968126, "foreignNotional": 50.6273228967226}]} 2020-08-12 05:55:44 DEBUG: message ignored 2020-08-12 05:55:45 DEBUG: check clearing time needed clearing_process_timer=3225.763963 2020-08-12 05:55:45 DEBUG: check init order needed init_order_process_timer=3325.76425 2020-08-12 05:55:46 DEBUG: check clearing time needed clearing_process_timer=3226.765436 2020-08-12 05:55:46 DEBUG: check init order needed init_order_process_timer=3326.765689 2020-08-12 05:55:47 DEBUG: check clearing time needed clearing_process_timer=3227.76686 2020-08-12 05:55:47 DEBUG: check init order needed init_order_process_timer=3327.767107 2020-08-12 05:55:48 DEBUG: check clearing time needed clearing_process_timer=3228.768296 2020-08-12 05:55:48 DEBUG: check init order needed init_order_process_timer=3328.768592 2020-08-12 05:55:49 DEBUG: check clearing time needed clearing_process_timer=3229.769801 2020-08-12 05:55:49 DEBUG: check init order needed init_order_process_timer=3329.77006 2020-08-12 05:55:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:50.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "31fd7d93-d5b9-0446-1a96-d74a2a37aec9", "grossValue": 37460, "homeNotional": 0.011262529564140106, "foreignNotional": 4.218943574726883}]} 2020-08-12 05:55:50 DEBUG: message ignored 2020-08-12 05:55:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:50.672Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "485d6111-4df5-dbcc-aecf-a03fbfbd2f8c", "grossValue": 936500, "homeNotional": 0.28156323910350267, "foreignNotional": 105.47358936817209}]} 2020-08-12 05:55:50 DEBUG: message ignored 2020-08-12 05:55:50 DEBUG: check clearing time needed clearing_process_timer=3230.770868 2020-08-12 05:55:50 DEBUG: check init order needed init_order_process_timer=3330.771191 2020-08-12 05:55:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:51.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "63571291-eb66-2acf-7083-0fea44cf03e5", "grossValue": 74900000, "homeNotional": 22.525059128280212, "foreignNotional": 8435.63464354094}]} 2020-08-12 05:55:51 DEBUG: message ignored 2020-08-12 05:55:51 DEBUG: check clearing time needed clearing_process_timer=3231.772387 2020-08-12 05:55:51 DEBUG: check init order needed init_order_process_timer=3331.772693 2020-08-12 05:55:52 DEBUG: check clearing time needed clearing_process_timer=3232.773877 2020-08-12 05:55:52 DEBUG: check init order needed init_order_process_timer=3332.774147 2020-08-12 05:55:53 DEBUG: check clearing time needed clearing_process_timer=3233.775358 2020-08-12 05:55:53 DEBUG: check init order needed init_order_process_timer=3333.775641 2020-08-12 05:55:54 DEBUG: check clearing time needed clearing_process_timer=3234.776809 2020-08-12 05:55:54 DEBUG: check init order needed init_order_process_timer=3334.777146 2020-08-12 05:55:55 DEBUG: check clearing time needed clearing_process_timer=3235.778383 2020-08-12 05:55:55 DEBUG: check init order needed init_order_process_timer=3335.778671 2020-08-12 05:55:56 DEBUG: check clearing time needed clearing_process_timer=3236.779877 2020-08-12 05:55:56 DEBUG: check init order needed init_order_process_timer=3336.780172 2020-08-12 05:55:57 DEBUG: check clearing time needed clearing_process_timer=3237.781392 2020-08-12 05:55:57 DEBUG: check init order needed init_order_process_timer=3337.781665 2020-08-12 05:55:58 DEBUG: check clearing time needed clearing_process_timer=3238.782841 2020-08-12 05:55:58 DEBUG: check init order needed init_order_process_timer=3338.783123 2020-08-12 05:55:59 DEBUG: check clearing time needed clearing_process_timer=3239.7843 2020-08-12 05:55:59 DEBUG: check init order needed init_order_process_timer=3339.784601 2020-08-12 05:55:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:55:59.911Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 374.45, "tickDirection": "MinusTick", "trdMatchID": "37b32288-640d-c97a-79b8-3cb97dbfdffe", "grossValue": 748900, "homeNotional": 0.22525059128280212, "foreignNotional": 84.34508390584526}]} 2020-08-12 05:55:59 DEBUG: message ignored 2020-08-12 05:56:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:00.741Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ecdc59ad-d294-586c-4d2a-e151f06e6762", "grossValue": 337005, "homeNotional": 0.1012829169480081, "foreignNotional": 37.92538825118164}, {"timestamp": "2020-08-12T02:56:00.741Z", "symbol": "ETHUSD", "side": "Sell", "size": 81, "price": 374.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "9e566f7a-d863-09df-4a5b-c1cf8cdef943", "grossValue": 3033045, "homeNotional": 0.9115462525320729, "foreignNotional": 341.3284942606347}]} 2020-08-12 05:56:00 DEBUG: message ignored 2020-08-12 05:56:00 DEBUG: check clearing time needed clearing_process_timer=3240.785814 2020-08-12 05:56:00 DEBUG: check init order needed init_order_process_timer=3340.786065 2020-08-12 05:56:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:00.780Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.4, "tickDirection": "MinusTick", "trdMatchID": "6eb01d4e-7e53-36b5-d5bb-36df7e075e53", "grossValue": 7488000, "homeNotional": 2.2507314877335136, "foreignNotional": 842.6738690074275}, {"timestamp": "2020-08-12T02:56:00.780Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7fe788f-3e39-3f87-671d-c539e96918ce", "grossValue": 561600, "homeNotional": 0.1688048615800135, "foreignNotional": 63.20054017555706}]} 2020-08-12 05:56:00 DEBUG: message ignored 2020-08-12 05:56:01 DEBUG: check clearing time needed clearing_process_timer=3241.787227 2020-08-12 05:56:01 DEBUG: check init order needed init_order_process_timer=3341.787605 2020-08-12 05:56:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:02.183Z", "symbol": "ETHUSD", "side": "Sell", "size": 104, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "4f1d3dba-f7fc-7c2e-3c9f-eb393a709c0b", "grossValue": 3893240, "homeNotional": 1.1703803736214269, "foreignNotional": 438.13189286518116}, {"timestamp": "2020-08-12T02:56:02.183Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc19a8a3-935b-74a6-0ad7-e5e14608d2d4", "grossValue": 1085615, "homeNotional": 0.32635606572135945, "foreignNotional": 122.17139320279091}]} 2020-08-12 05:56:02 DEBUG: message ignored 2020-08-12 05:56:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "94ea89da-9a02-7afc-8e2c-50a917c13c00", "grossValue": 1085470, "homeNotional": 0.32635606572135945, "foreignNotional": 122.15507539950484}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "6cad1f38-c8ee-d974-217e-a91ce5b13b13", "grossValue": 74860, "homeNotional": 0.022507314877335136, "foreignNotional": 8.42448795858654}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "34585e23-1cf9-676c-f998-327a3b28a87b", "grossValue": 374300, "homeNotional": 0.11253657438667566, "foreignNotional": 42.1224397929327}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "74ded67c-4c47-87d9-d94c-ca6e656d8f8b", "grossValue": 37425, "homeNotional": 0.011253657438667568, "foreignNotional": 4.211681296421337}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "abe226ec-7bb5-4f8a-b196-9daf28af6aa5", "grossValue": 1085180, "homeNotional": 0.32635606572135945, "foreignNotional": 122.12243979293271}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "e3d58adb-0b19-e908-2f10-693391ef182b", "grossValue": 1085035, "homeNotional": 0.32635606572135945, "foreignNotional": 122.10612198964664}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c187d849-1c74-e7e1-0916-66c1b4784432", "grossValue": 37415, "homeNotional": 0.011253657438667568, "foreignNotional": 4.2105559306774705}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "4df6fd4a-3627-202e-8648-6d15a558ba33", "grossValue": 299320, "homeNotional": 0.09002925950934054, "foreignNotional": 33.684447445419764}, {"timestamp": "2020-08-12T02:56:02.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7be560e3-c870-8d5f-872d-18012a43bf28", "grossValue": 3741500, "homeNotional": 1.1253657438667568, "foreignNotional": 421.055593067747}]} 2020-08-12 05:56:02 DEBUG: message ignored 2020-08-12 05:56:02 DEBUG: check clearing time needed clearing_process_timer=3242.78882 2020-08-12 05:56:02 DEBUG: check init order needed init_order_process_timer=3342.789219 2020-08-12 05:56:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:02.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "cb33f53b-4fb4-9275-e900-b47a563026d6", "grossValue": 336780, "homeNotional": 0.1012829169480081, "foreignNotional": 37.900067521944635}, {"timestamp": "2020-08-12T02:56:02.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "209fcd7a-4687-e226-9495-f857675ba7aa", "grossValue": 1272280, "homeNotional": 0.38262435291469726, "foreignNotional": 143.1780328606797}]} 2020-08-12 05:56:02 DEBUG: message ignored 2020-08-12 05:56:03 DEBUG: check clearing time needed clearing_process_timer=3243.790492 2020-08-12 05:56:03 DEBUG: check init order needed init_order_process_timer=3343.790804 2020-08-12 05:56:04 DEBUG: check clearing time needed clearing_process_timer=3244.792015 2020-08-12 05:56:04 DEBUG: check init order needed init_order_process_timer=3344.792293 2020-08-12 05:56:05 DEBUG: check clearing time needed clearing_process_timer=3245.793505 2020-08-12 05:56:05 DEBUG: check init order needed init_order_process_timer=3345.79381 2020-08-12 05:56:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:06.226Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "03e2fd0e-de9f-1df0-73e7-59d4d8f1f3af", "grossValue": 14966000, "homeNotional": 4.501462975467027, "foreignNotional": 1684.222372270988}]} 2020-08-12 05:56:06 DEBUG: message ignored 2020-08-12 05:56:06 DEBUG: check clearing time needed clearing_process_timer=3246.795012 2020-08-12 05:56:06 DEBUG: check init order needed init_order_process_timer=3346.795288 2020-08-12 05:56:07 DEBUG: check clearing time needed clearing_process_timer=3247.796471 2020-08-12 05:56:07 DEBUG: check init order needed init_order_process_timer=3347.79675 2020-08-12 05:56:08 DEBUG: check clearing time needed clearing_process_timer=3248.797961 2020-08-12 05:56:08 DEBUG: check init order needed init_order_process_timer=3348.798287 2020-08-12 05:56:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:09.273Z", "symbol": "ETHUSD", "side": "Buy", "size": 889, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "7e8b08b0-a30d-3efd-40fb-ba21be072504", "grossValue": 33266380, "homeNotional": 10.004501462975467, "foreignNotional": 3743.6844474454197}]} 2020-08-12 05:56:09 DEBUG: message ignored 2020-08-12 05:56:09 DEBUG: check clearing time needed clearing_process_timer=3249.799534 2020-08-12 05:56:09 DEBUG: check init order needed init_order_process_timer=3349.799802 2020-08-12 05:56:10 DEBUG: check clearing time needed clearing_process_timer=3250.801002 2020-08-12 05:56:10 DEBUG: check init order needed init_order_process_timer=3350.801301 2020-08-12 05:56:11 DEBUG: check clearing time needed clearing_process_timer=3251.802614 2020-08-12 05:56:11 DEBUG: check init order needed init_order_process_timer=3351.802978 2020-08-12 05:56:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:12.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "8689457a-a9a4-4f50-95d0-60a5c919ad01", "grossValue": 1197280, "homeNotional": 0.36011703803736217, "foreignNotional": 134.73778978167906}]} 2020-08-12 05:56:12 DEBUG: message ignored 2020-08-12 05:56:12 DEBUG: check clearing time needed clearing_process_timer=3252.804183 2020-08-12 05:56:12 DEBUG: check init order needed init_order_process_timer=3352.804473 2020-08-12 05:56:13 DEBUG: check clearing time needed clearing_process_timer=3253.80569 2020-08-12 05:56:13 DEBUG: check init order needed init_order_process_timer=3353.805949 2020-08-12 05:56:14 DEBUG: check clearing time needed clearing_process_timer=3254.807124 2020-08-12 05:56:14 DEBUG: check init order needed init_order_process_timer=3354.807416 2020-08-12 05:56:15 DEBUG: check clearing time needed clearing_process_timer=3255.808609 2020-08-12 05:56:15 DEBUG: check init order needed init_order_process_timer=3355.808892 2020-08-12 05:56:16 DEBUG: check clearing time needed clearing_process_timer=3256.8101 2020-08-12 05:56:16 DEBUG: check init order needed init_order_process_timer=3356.810364 2020-08-12 05:56:17 DEBUG: check clearing time needed clearing_process_timer=3257.811533 2020-08-12 05:56:17 DEBUG: check init order needed init_order_process_timer=3357.811816 2020-08-12 05:56:18 DEBUG: check clearing time needed clearing_process_timer=3258.812998 2020-08-12 05:56:18 DEBUG: check init order needed init_order_process_timer=3358.813537 2020-08-12 05:56:19 DEBUG: check clearing time needed clearing_process_timer=3259.814753 2020-08-12 05:56:19 DEBUG: check init order needed init_order_process_timer=3359.815062 2020-08-12 05:56:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:20.595Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "cab8a78c-d411-8ec2-01bd-95fb355bdc6d", "grossValue": 935375, "homeNotional": 0.2813414359666892, "foreignNotional": 105.26389826693675}]} 2020-08-12 05:56:20 DEBUG: message ignored 2020-08-12 05:56:20 DEBUG: check clearing time needed clearing_process_timer=3260.816241 2020-08-12 05:56:20 DEBUG: check init order needed init_order_process_timer=3360.816508 2020-08-12 05:56:21 DEBUG: check clearing time needed clearing_process_timer=3261.817729 2020-08-12 05:56:21 DEBUG: check init order needed init_order_process_timer=3361.817996 2020-08-12 05:56:22 DEBUG: check clearing time needed clearing_process_timer=3262.819204 2020-08-12 05:56:22 DEBUG: check init order needed init_order_process_timer=3362.819444 2020-08-12 05:56:23 DEBUG: check clearing time needed clearing_process_timer=3263.820626 2020-08-12 05:56:23 DEBUG: check init order needed init_order_process_timer=3363.82089 2020-08-12 05:56:24 DEBUG: check clearing time needed clearing_process_timer=3264.822085 2020-08-12 05:56:24 DEBUG: check init order needed init_order_process_timer=3364.822322 2020-08-12 05:56:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:25.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 443, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "e033a239-4e8b-7f08-9fea-9a0cf2f1f5cf", "grossValue": 16574845, "homeNotional": 4.985370245329732, "foreignNotional": 1865.2762772901192}, {"timestamp": "2020-08-12T02:56:25.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 115, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "10089822-7427-a725-770e-0375061a78c3", "grossValue": 4302725, "homeNotional": 1.29417060544677, "foreignNotional": 484.2139320279091}, {"timestamp": "2020-08-12T02:56:25.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 754, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9c939ee-f570-a433-0082-a6f406bf37d5", "grossValue": 28210910, "homeNotional": 8.485257708755345, "foreignNotional": 3174.7591717308123}, {"timestamp": "2020-08-12T02:56:25.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "947990ed-b7aa-56e8-9484-483123159839", "grossValue": 2170070, "homeNotional": 0.6527121314427189, "foreignNotional": 244.21224397929328}, {"timestamp": "2020-08-12T02:56:25.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 130, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a51253b-ee0d-aa32-b884-178953cd0347", "grossValue": 4863950, "homeNotional": 1.4629754670267836, "foreignNotional": 547.3722709880711}]} 2020-08-12 05:56:25 DEBUG: message ignored 2020-08-12 05:56:25 DEBUG: check clearing time needed clearing_process_timer=3265.823536 2020-08-12 05:56:25 DEBUG: check init order needed init_order_process_timer=3365.823792 2020-08-12 05:56:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "1a11c85c-ea8c-95f1-d209-731a54a47211", "grossValue": 673470, "homeNotional": 0.2025658338960162, "foreignNotional": 75.79000675219446}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 143, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "f254ae56-c2e4-3577-f49f-a2e514f3b092", "grossValue": 5350345, "homeNotional": 1.609273013729462, "foreignNotional": 602.1094980868783}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "2e9ab9ab-2305-a0d1-4957-7e5b393eeedc", "grossValue": 1608845, "homeNotional": 0.4839072698627054, "foreignNotional": 181.0539050191312}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c91f3ab1-e7f5-6acd-ea0a-7344aaa80b37", "grossValue": 1982995, "homeNotional": 0.596443844249381, "foreignNotional": 223.15946432590593}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 240, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f3420ea-03f2-2c26-4081-1eec7826d6cd", "grossValue": 8979600, "homeNotional": 2.700877785280216, "foreignNotional": 1010.5334233625929}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 231, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "00f9f751-90da-6c02-63f1-89ecf7bc8e15", "grossValue": 8642865, "homeNotional": 2.599594868332208, "foreignNotional": 972.6384199864956}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "7cd9ac3c-a612-b5ae-9c73-769adfcdf31c", "grossValue": 37410000, "homeNotional": 11.253657438667567, "foreignNotional": 4209.993247805537}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "706fcde6-8bab-690a-0bbc-43d78df45a00", "grossValue": 187050, "homeNotional": 0.05626828719333783, "foreignNotional": 21.049966239027682}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "b52d583e-bb09-4b12-fe38-eed30c46efd6", "grossValue": 1084745, "homeNotional": 0.32635606572135945, "foreignNotional": 122.0734863830745}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "673b930f-6dcd-8a8c-6010-634d6c96e2bc", "grossValue": 37405, "homeNotional": 0.011253657438667568, "foreignNotional": 4.209430564933603}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "3f8e59c4-00d7-0d03-1157-18ff5d169022", "grossValue": 1496000, "homeNotional": 0.45014629754670266, "foreignNotional": 168.3547152824668}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "fa82f6bc-4450-65f4-39d1-0478db0d8103", "grossValue": 1084600, "homeNotional": 0.32635606572135945, "foreignNotional": 122.05716857978842}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "e76f9d43-fe25-5f0d-1c72-1b122f5b9ea4", "grossValue": 7480000, "homeNotional": 2.2507314877335136, "foreignNotional": 841.773576412334}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0778046f-3b85-8025-67e5-20a0c7fe47c2", "grossValue": 37400000, "homeNotional": 11.253657438667567, "foreignNotional": 4208.86788206167}, {"timestamp": "2020-08-12T02:56:26.214Z", "symbol": "ETHUSD", "side": "Sell", "size": 468, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "314772f9-4aeb-59dd-add6-3766afa46c59", "grossValue": 17503200, "homeNotional": 5.266711681296421, "foreignNotional": 1969.7501688048617}]} 2020-08-12 05:56:26 DEBUG: message ignored 2020-08-12 05:56:26 DEBUG: check clearing time needed clearing_process_timer=3266.824954 2020-08-12 05:56:26 DEBUG: check init order needed init_order_process_timer=3366.825224 2020-08-12 05:56:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:27.556Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "704cd573-d3a0-2e75-ee08-35318c0ad740", "grossValue": 3740500, "homeNotional": 1.1253657438667568, "foreignNotional": 420.94305649336036}]} 2020-08-12 05:56:27 DEBUG: message ignored 2020-08-12 05:56:27 DEBUG: check clearing time needed clearing_process_timer=3267.826409 2020-08-12 05:56:27 DEBUG: check init order needed init_order_process_timer=3367.826676 2020-08-12 05:56:28 DEBUG: check clearing time needed clearing_process_timer=3268.827858 2020-08-12 05:56:28 DEBUG: check init order needed init_order_process_timer=3368.828095 2020-08-12 05:56:29 DEBUG: check clearing time needed clearing_process_timer=3269.829263 2020-08-12 05:56:29 DEBUG: check init order needed init_order_process_timer=3369.829515 2020-08-12 05:56:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:30.118Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "7545ef56-c2e0-2a64-b35b-44e6abd764ea", "grossValue": 1982465, "homeNotional": 0.5961084242492408, "foreignNotional": 222.97435609042853}]} 2020-08-12 05:56:30 DEBUG: message ignored 2020-08-12 05:56:30 DEBUG: check clearing time needed clearing_process_timer=3270.830721 2020-08-12 05:56:30 DEBUG: check init order needed init_order_process_timer=3370.831003 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:30.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "c0ad967b-61f6-6e74-08b4-d5e62bb60abf", "grossValue": 448800, "homeNotional": 0.13496794511303564, "foreignNotional": 50.478011472275334}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:30.982Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "8df9139e-f48b-81be-cab8-140c9021ab9f", "grossValue": 448800, "homeNotional": 0.13496794511303564, "foreignNotional": 50.478011472275334}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:30.986Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c41b702-67d6-5912-1a3c-0998031f0a76", "grossValue": 411400, "homeNotional": 0.12372061635361602, "foreignNotional": 46.27151051625239}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:30.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "06d55ad0-435b-049e-7211-2c85b1b82fb8", "grossValue": 411400, "homeNotional": 0.12372061635361602, "foreignNotional": 46.27151051625239}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:31.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "195bffc5-2e6d-5410-65cb-25628c4b631a", "grossValue": 187025, "homeNotional": 0.05623664379709819, "foreignNotional": 21.035316612304577}, {"timestamp": "2020-08-12T02:56:31.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 218, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d1bf8b9-d0a3-9ad5-9518-11a58e9977bc", "grossValue": 8154290, "homeNotional": 2.451917669553481, "foreignNotional": 917.1398042964796}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:31.187Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "ff68aabd-beab-26a3-36bc-93b50bc45385", "grossValue": 411400, "homeNotional": 0.12372061635361602, "foreignNotional": 46.27151051625239}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:31.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c27aeac-9612-6ed7-9edd-869d7a7a7c75", "grossValue": 448800, "homeNotional": 0.13496794511303564, "foreignNotional": 50.478011472275334}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:31 DEBUG: check clearing time needed clearing_process_timer=3271.832179 2020-08-12 05:56:31 DEBUG: check init order needed init_order_process_timer=3371.83247 2020-08-12 05:56:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:31.958Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "780614c0-a00d-3858-c703-521bee9b6686", "grossValue": 935000, "homeNotional": 0.2811832189854909, "foreignNotional": 105.16252390057362}]} 2020-08-12 05:56:31 DEBUG: message ignored 2020-08-12 05:56:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:32.344Z", "symbol": "ETHUSD", "side": "Buy", "size": 282, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "af8b57f9-d7aa-9478-8d53-5b41fcd85842", "grossValue": 10548210, "homeNotional": 3.171746710156338, "foreignNotional": 1186.3918569339783}]} 2020-08-12 05:56:32 DEBUG: message ignored 2020-08-12 05:56:32 DEBUG: check clearing time needed clearing_process_timer=3272.833661 2020-08-12 05:56:32 DEBUG: check init order needed init_order_process_timer=3372.833942 2020-08-12 05:56:33 DEBUG: check clearing time needed clearing_process_timer=3273.835127 2020-08-12 05:56:33 DEBUG: check init order needed init_order_process_timer=3373.8354 2020-08-12 05:56:34 DEBUG: check clearing time needed clearing_process_timer=3274.836592 2020-08-12 05:56:34 DEBUG: check init order needed init_order_process_timer=3374.836852 2020-08-12 05:56:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:34.860Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "50a6baac-8c12-1ea5-6e41-bdfa788ba984", "grossValue": 187025, "homeNotional": 0.05623664379709819, "foreignNotional": 21.035316612304577}]} 2020-08-12 05:56:34 DEBUG: message ignored 2020-08-12 05:56:35 DEBUG: check clearing time needed clearing_process_timer=3275.838063 2020-08-12 05:56:35 DEBUG: check init order needed init_order_process_timer=3375.838347 2020-08-12 05:56:36 DEBUG: check clearing time needed clearing_process_timer=3276.839526 2020-08-12 05:56:36 DEBUG: check init order needed init_order_process_timer=3376.83983 2020-08-12 05:56:37 DEBUG: check clearing time needed clearing_process_timer=3277.841055 2020-08-12 05:56:37 DEBUG: check init order needed init_order_process_timer=3377.841332 2020-08-12 05:56:38 DEBUG: check clearing time needed clearing_process_timer=3278.842557 2020-08-12 05:56:38 DEBUG: check init order needed init_order_process_timer=3378.842825 2020-08-12 05:56:39 DEBUG: check clearing time needed clearing_process_timer=3279.84401 2020-08-12 05:56:39 DEBUG: check init order needed init_order_process_timer=3379.844269 2020-08-12 05:56:40 DEBUG: check clearing time needed clearing_process_timer=3280.845449 2020-08-12 05:56:40 DEBUG: check init order needed init_order_process_timer=3380.845726 2020-08-12 05:56:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 1058, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "56a31bdf-10c2-3338-dc31-c63a0df2ea9a", "grossValue": 39579780, "homeNotional": 11.899673827465977, "foreignNotional": 4451.667978855022}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 524, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c13f214b-cbf4-ecb7-f212-2d5adc5a35b4", "grossValue": 19602840, "homeNotional": 5.89360026993589, "foreignNotional": 2204.7958609830166}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4919bec-346d-3aa1-5680-4246debc054c", "grossValue": 37410000, "homeNotional": 11.247328759419638, "foreignNotional": 4207.625688898886}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fdcaf25-8f9f-a90f-4833-939153e2206e", "grossValue": 2244600, "homeNotional": 0.6748397255651782, "foreignNotional": 252.4575413339332}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 189, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "057a3e7d-b9bd-8d7c-5301-7bac0c50b534", "grossValue": 7070490, "homeNotional": 2.1257451355303116, "foreignNotional": 795.2412552018895}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d4c89cf-0ccd-ec4c-a770-dec18116728f", "grossValue": 1309350, "homeNotional": 0.3936565065796873, "foreignNotional": 147.26689911146102}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "416d1e63-7ef0-39d8-61b9-4af75db65287", "grossValue": 224460000, "homeNotional": 67.48397255651783, "foreignNotional": 25245.75413339332}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "fa9d212c-36ec-dff5-43c0-5b61d0a705a9", "grossValue": 18702500, "homeNotional": 5.623664379709819, "foreignNotional": 2103.5316612304578}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce85f859-7752-10c6-f073-506fa6f18a17", "grossValue": 224430000, "homeNotional": 67.48397255651783, "foreignNotional": 25242.379934765493}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7076586-8fb5-b4fc-ced8-a3313d46689a", "grossValue": 374050, "homeNotional": 0.11247328759419638, "foreignNotional": 42.07063322460915}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 117, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cdca8f0-0aac-018c-b7bb-2a8470e23424", "grossValue": 4376385, "homeNotional": 1.3159374648520976, "foreignNotional": 492.2264087279271}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e96e263-911e-1e2c-aa5c-a6308579f96c", "grossValue": 2655755, "homeNotional": 0.7985603419187943, "foreignNotional": 298.701495894725}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "037192dd-5044-5a3e-0a58-e7afe351eb38", "grossValue": 37405000, "homeNotional": 11.247328759419638, "foreignNotional": 4207.0633224609155}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ec19deb-dda3-8013-1ad8-698421d1116a", "grossValue": 37405000, "homeNotional": 11.247328759419638, "foreignNotional": 4207.0633224609155}, {"timestamp": "2020-08-12T02:56:41.116Z", "symbol": "ETHUSD", "side": "Sell", "size": 7436, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa9baa5b-905a-8f74-c1d7-5c722f4b7ce9", "grossValue": 278143580, "homeNotional": 83.63513665504443, "foreignNotional": 31283.722865819367}]} 2020-08-12 05:56:41 DEBUG: message ignored 2020-08-12 05:56:41 DEBUG: check clearing time needed clearing_process_timer=3281.846914 2020-08-12 05:56:41 DEBUG: check init order needed init_order_process_timer=3381.847311 2020-08-12 05:56:42 DEBUG: check clearing time needed clearing_process_timer=3282.848514 2020-08-12 05:56:42 DEBUG: check init order needed init_order_process_timer=3382.848792 2020-08-12 05:56:43 DEBUG: check clearing time needed clearing_process_timer=3283.84998 2020-08-12 05:56:43 DEBUG: check init order needed init_order_process_timer=3383.850252 2020-08-12 05:56:44 DEBUG: check clearing time needed clearing_process_timer=3284.851429 2020-08-12 05:56:44 DEBUG: check init order needed init_order_process_timer=3384.851707 2020-08-12 05:56:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:45.592Z", "symbol": "ETHUSD", "side": "Buy", "size": 289, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "2c600a16-6e1d-51dd-ca60-a762358357e3", "grossValue": 10811490, "homeNotional": 3.2504780114722753, "foreignNotional": 1216.0038240917781}]} 2020-08-12 05:56:45 DEBUG: message ignored 2020-08-12 05:56:45 DEBUG: check clearing time needed clearing_process_timer=3285.852893 2020-08-12 05:56:45 DEBUG: check init order needed init_order_process_timer=3385.853213 2020-08-12 05:56:46 DEBUG: check clearing time needed clearing_process_timer=3286.854408 2020-08-12 05:56:46 DEBUG: check init order needed init_order_process_timer=3386.854684 2020-08-12 05:56:47 DEBUG: check clearing time needed clearing_process_timer=3287.855875 2020-08-12 05:56:47 DEBUG: check init order needed init_order_process_timer=3387.856134 2020-08-12 05:56:48 DEBUG: check clearing time needed clearing_process_timer=3288.857319 2020-08-12 05:56:48 DEBUG: check init order needed init_order_process_timer=3388.857582 2020-08-12 05:56:49 DEBUG: check clearing time needed clearing_process_timer=3289.858816 2020-08-12 05:56:49 DEBUG: check init order needed init_order_process_timer=3389.8591 2020-08-12 05:56:50 DEBUG: check clearing time needed clearing_process_timer=3290.860288 2020-08-12 05:56:50 DEBUG: check init order needed init_order_process_timer=3390.860597 2020-08-12 05:56:51 DEBUG: check clearing time needed clearing_process_timer=3291.861801 2020-08-12 05:56:51 DEBUG: check init order needed init_order_process_timer=3391.862075 2020-08-12 05:56:52 DEBUG: check clearing time needed clearing_process_timer=3292.863253 2020-08-12 05:56:52 DEBUG: check init order needed init_order_process_timer=3392.86351 2020-08-12 05:56:53 DEBUG: check clearing time needed clearing_process_timer=3293.864683 2020-08-12 05:56:53 DEBUG: check init order needed init_order_process_timer=3393.865509 2020-08-12 05:56:54 DEBUG: check clearing time needed clearing_process_timer=3294.866738 2020-08-12 05:56:54 DEBUG: check init order needed init_order_process_timer=3394.867013 2020-08-12 05:56:55 DEBUG: check clearing time needed clearing_process_timer=3295.868182 2020-08-12 05:56:55 DEBUG: check init order needed init_order_process_timer=3395.868422 2020-08-12 05:56:56 DEBUG: check clearing time needed clearing_process_timer=3296.869601 2020-08-12 05:56:56 DEBUG: check init order needed init_order_process_timer=3396.86988 2020-08-12 05:56:57 DEBUG: check clearing time needed clearing_process_timer=3297.871064 2020-08-12 05:56:57 DEBUG: check init order needed init_order_process_timer=3397.871342 2020-08-12 05:56:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:58.811Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "933c5b99-2020-466d-a3da-3888c2ed9c9c", "grossValue": 374050, "homeNotional": 0.11247328759419638, "foreignNotional": 42.07063322460915}, {"timestamp": "2020-08-12T02:56:58.811Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac94d348-0dbf-e3e6-e56a-2f8c093a8571", "grossValue": 37405, "homeNotional": 0.011247328759419637, "foreignNotional": 4.2070633224609155}]} 2020-08-12 05:56:58 DEBUG: message ignored 2020-08-12 05:56:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:58.814Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "228365e7-cf67-b2ef-b42e-89f2c3ec6711", "grossValue": 448860, "homeNotional": 0.13496794511303564, "foreignNotional": 50.48475986953099}]} 2020-08-12 05:56:58 DEBUG: message ignored 2020-08-12 05:56:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:58.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4bcdea5-0fa3-91e9-8842-09ba492772e1", "grossValue": 374050, "homeNotional": 0.11247328759419638, "foreignNotional": 42.07063322460915}]} 2020-08-12 05:56:58 DEBUG: message ignored 2020-08-12 05:56:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:58.824Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "40449db7-5fdd-eefd-6e3a-316e2d935751", "grossValue": 448860, "homeNotional": 0.13496794511303564, "foreignNotional": 50.48475986953099}]} 2020-08-12 05:56:58 DEBUG: message ignored 2020-08-12 05:56:58 DEBUG: check clearing time needed clearing_process_timer=3298.872547 2020-08-12 05:56:58 DEBUG: check init order needed init_order_process_timer=3398.87276 2020-08-12 05:56:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:56:59.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4f7a5d5-e6d0-17ff-f56f-f308f03391eb", "grossValue": 37405, "homeNotional": 0.011247328759419637, "foreignNotional": 4.2070633224609155}]} 2020-08-12 05:56:59 DEBUG: message ignored 2020-08-12 05:56:59 DEBUG: check clearing time needed clearing_process_timer=3299.873929 2020-08-12 05:56:59 DEBUG: check init order needed init_order_process_timer=3399.874183 2020-08-12 05:57:00 DEBUG: check clearing time needed clearing_process_timer=3300.87539 2020-08-12 05:57:00 DEBUG: check init order needed init_order_process_timer=3400.875732 2020-08-12 05:57:01 DEBUG: check clearing time needed clearing_process_timer=3301.877782 2020-08-12 05:57:01 DEBUG: check init order needed init_order_process_timer=3401.881743 2020-08-12 05:57:02 DEBUG: check clearing time needed clearing_process_timer=3302.882945 2020-08-12 05:57:02 DEBUG: check init order needed init_order_process_timer=3402.883221 2020-08-12 05:57:03 DEBUG: check clearing time needed clearing_process_timer=3303.884427 2020-08-12 05:57:03 DEBUG: check init order needed init_order_process_timer=3403.884764 2020-08-12 05:57:04 DEBUG: check clearing time needed clearing_process_timer=3304.886017 2020-08-12 05:57:04 DEBUG: check init order needed init_order_process_timer=3404.886299 2020-08-12 05:57:05 DEBUG: check clearing time needed clearing_process_timer=3305.887486 2020-08-12 05:57:05 DEBUG: check init order needed init_order_process_timer=3405.887756 2020-08-12 05:57:06 DEBUG: check clearing time needed clearing_process_timer=3306.888923 2020-08-12 05:57:06 DEBUG: check init order needed init_order_process_timer=3406.889196 2020-08-12 05:57:07 DEBUG: check clearing time needed clearing_process_timer=3307.890374 2020-08-12 05:57:07 DEBUG: check init order needed init_order_process_timer=3407.890606 2020-08-12 05:57:08 DEBUG: check clearing time needed clearing_process_timer=3308.891771 2020-08-12 05:57:08 DEBUG: check init order needed init_order_process_timer=3408.892019 2020-08-12 05:57:09 DEBUG: check clearing time needed clearing_process_timer=3309.893202 2020-08-12 05:57:09 DEBUG: check init order needed init_order_process_timer=3409.893467 2020-08-12 05:57:10 DEBUG: check clearing time needed clearing_process_timer=3310.894211 2020-08-12 05:57:10 DEBUG: check init order needed init_order_process_timer=3410.894483 2020-08-12 05:57:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:57:11.758Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "051cceda-3049-4c2a-b206-9a94bad706ab", "grossValue": 18702500, "homeNotional": 5.623664379709819, "foreignNotional": 2103.5316612304578}, {"timestamp": "2020-08-12T02:57:11.758Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f64749d9-20fc-6a8f-c39d-0ced2fe4d24a", "grossValue": 3740500, "homeNotional": 1.1247328759419637, "foreignNotional": 420.70633224609156}]} 2020-08-12 05:57:11 DEBUG: message ignored 2020-08-12 05:57:11 DEBUG: check clearing time needed clearing_process_timer=3311.895673 2020-08-12 05:57:11 DEBUG: check init order needed init_order_process_timer=3411.895944 2020-08-12 05:57:12 DEBUG: check clearing time needed clearing_process_timer=3312.897124 2020-08-12 05:57:12 DEBUG: check init order needed init_order_process_timer=3412.897403 2020-08-12 05:57:13 DEBUG: check clearing time needed clearing_process_timer=3313.898595 2020-08-12 05:57:13 DEBUG: check init order needed init_order_process_timer=3413.898863 2020-08-12 05:57:14 DEBUG: check clearing time needed clearing_process_timer=3314.900037 2020-08-12 05:57:14 DEBUG: check init order needed init_order_process_timer=3414.90029 2020-08-12 05:57:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:57:15.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e664e6d-87ed-1d3b-3740-8ecc6d5c96e7", "grossValue": 1870250, "homeNotional": 0.5623664379709818, "foreignNotional": 210.35316612304578}]} 2020-08-12 05:57:15 DEBUG: message ignored 2020-08-12 05:57:15 DEBUG: check clearing time needed clearing_process_timer=3315.901488 2020-08-12 05:57:15 DEBUG: check init order needed init_order_process_timer=3415.901836 2020-08-12 05:57:16 DEBUG: check clearing time needed clearing_process_timer=3316.903026 2020-08-12 05:57:16 DEBUG: check init order needed init_order_process_timer=3416.90328 2020-08-12 05:57:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:57:16.884Z", "symbol": "ETHUSD", "side": "Sell", "size": 16, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "76f9e695-294e-c11a-54e7-b8ddb7578f7f", "grossValue": 598480, "homeNotional": 0.1799572601507142, "foreignNotional": 67.31301315937465}, {"timestamp": "2020-08-12T02:57:16.884Z", "symbol": "ETHUSD", "side": "Sell", "size": 984, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "b9b2b93e-e787-d611-46d3-28d4334f778e", "grossValue": 36801600, "homeNotional": 11.067371499268924, "foreignNotional": 4139.196940726578}]} 2020-08-12 05:57:16 DEBUG: message ignored 2020-08-12 05:57:17 DEBUG: check clearing time needed clearing_process_timer=3317.904501 2020-08-12 05:57:17 DEBUG: check init order needed init_order_process_timer=3417.904779 2020-08-12 05:57:18 DEBUG: check clearing time needed clearing_process_timer=3318.905977 2020-08-12 05:57:18 DEBUG: check init order needed init_order_process_timer=3418.906236 2020-08-12 05:57:19 DEBUG: check clearing time needed clearing_process_timer=3319.907411 2020-08-12 05:57:19 DEBUG: check init order needed init_order_process_timer=3419.90768 2020-08-12 05:57:20 DEBUG: check clearing time needed clearing_process_timer=3320.908859 2020-08-12 05:57:20 DEBUG: check init order needed init_order_process_timer=3420.909455 2020-08-12 05:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:57:21.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "a11c5f59-ce28-bb2b-3d1c-1d52458c9016", "grossValue": 18702500, "homeNotional": 5.623664379709819, "foreignNotional": 2103.5316612304578}, {"timestamp": "2020-08-12T02:57:21.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 389, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "51bb626f-d6d5-ecdb-528a-a0325be0af3f", "grossValue": 14550545, "homeNotional": 4.375210887414239, "foreignNotional": 1636.5476324372962}]} 2020-08-12 05:57:21 DEBUG: message ignored 2020-08-12 05:57:21 DEBUG: check clearing time needed clearing_process_timer=3321.910657 2020-08-12 05:57:21 DEBUG: check init order needed init_order_process_timer=3421.910939 2020-08-12 05:57:22 DEBUG: check clearing time needed clearing_process_timer=3322.912138 2020-08-12 05:57:22 DEBUG: check init order needed init_order_process_timer=3422.912449 2020-08-12 05:57:23 DEBUG: check clearing time needed clearing_process_timer=3323.913668 2020-08-12 05:57:23 DEBUG: check init order needed init_order_process_timer=3423.913929 2020-08-12 05:57:24 DEBUG: check clearing time needed clearing_process_timer=3324.91514 2020-08-12 05:57:24 DEBUG: check init order needed init_order_process_timer=3424.915431 2020-08-12 05:57:25 DEBUG: check clearing time needed clearing_process_timer=3325.916647 2020-08-12 05:57:25 DEBUG: check init order needed init_order_process_timer=3425.916967 2020-08-12 05:57:26 DEBUG: check clearing time needed clearing_process_timer=3326.918198 2020-08-12 05:57:26 DEBUG: check init order needed init_order_process_timer=3426.918456 2020-08-12 05:57:27 DEBUG: check clearing time needed clearing_process_timer=3327.919641 2020-08-12 05:57:27 DEBUG: check init order needed init_order_process_timer=3427.919897 2020-08-12 05:57:28 DEBUG: check clearing time needed clearing_process_timer=3328.921094 2020-08-12 05:57:28 DEBUG: check init order needed init_order_process_timer=3428.921378 2020-08-12 05:57:29 DEBUG: check clearing time needed clearing_process_timer=3329.922567 2020-08-12 05:57:29 DEBUG: check init order needed init_order_process_timer=3429.922856 2020-08-12 05:57:30 DEBUG: check clearing time needed clearing_process_timer=3330.92403 2020-08-12 05:57:30 DEBUG: check init order needed init_order_process_timer=3430.924284 2020-08-12 05:57:31 DEBUG: check clearing time needed clearing_process_timer=3331.925481 2020-08-12 05:57:31 DEBUG: check init order needed init_order_process_timer=3431.925774 2020-08-12 05:57:32 DEBUG: check clearing time needed clearing_process_timer=3332.926974 2020-08-12 05:57:32 DEBUG: check init order needed init_order_process_timer=3432.927253 2020-08-12 05:57:33 DEBUG: check clearing time needed clearing_process_timer=3333.928464 2020-08-12 05:57:33 DEBUG: check init order needed init_order_process_timer=3433.928735 2020-08-12 05:57:34 DEBUG: check clearing time needed clearing_process_timer=3334.929963 2020-08-12 05:57:34 DEBUG: check init order needed init_order_process_timer=3434.930228 2020-08-12 05:57:35 DEBUG: check clearing time needed clearing_process_timer=3335.931624 2020-08-12 05:57:35 DEBUG: check init order needed init_order_process_timer=3435.931902 2020-08-12 05:57:36 DEBUG: check clearing time needed clearing_process_timer=3336.933102 2020-08-12 05:57:36 DEBUG: check init order needed init_order_process_timer=3436.933362 2020-08-12 05:57:37 DEBUG: check clearing time needed clearing_process_timer=3337.934585 2020-08-12 05:57:37 DEBUG: check init order needed init_order_process_timer=3437.934848 2020-08-12 05:57:38 DEBUG: check clearing time needed clearing_process_timer=3338.93618 2020-08-12 05:57:38 DEBUG: check init order needed init_order_process_timer=3438.936448 2020-08-12 05:57:39 DEBUG: check clearing time needed clearing_process_timer=3339.937872 2020-08-12 05:57:39 DEBUG: check init order needed init_order_process_timer=3439.938118 2020-08-12 05:57:40 DEBUG: check clearing time needed clearing_process_timer=3340.939298 2020-08-12 05:57:40 DEBUG: check init order needed init_order_process_timer=3440.939573 2020-08-12 05:57:41 DEBUG: check clearing time needed clearing_process_timer=3341.940794 2020-08-12 05:57:41 DEBUG: check init order needed init_order_process_timer=3441.9411 2020-08-12 05:57:42 DEBUG: check clearing time needed clearing_process_timer=3342.942293 2020-08-12 05:57:42 DEBUG: check init order needed init_order_process_timer=3442.942568 2020-08-12 05:57:43 DEBUG: check clearing time needed clearing_process_timer=3343.943772 2020-08-12 05:57:43 DEBUG: check init order needed init_order_process_timer=3443.944041 2020-08-12 05:57:44 DEBUG: check clearing time needed clearing_process_timer=3344.945259 2020-08-12 05:57:44 DEBUG: check init order needed init_order_process_timer=3444.945517 2020-08-12 05:57:45 DEBUG: check clearing time needed clearing_process_timer=3345.946974 2020-08-12 05:57:45 DEBUG: check init order needed init_order_process_timer=3445.947235 2020-08-12 05:57:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:57:46.026Z", "symbol": "ETHUSD", "side": "Buy", "size": 167, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1156425-384a-0608-7587-8ebff266c475", "grossValue": 6246635, "homeNotional": 1.8778814798155854, "foreignNotional": 702.4215675250197}]} 2020-08-12 05:57:46 DEBUG: message ignored 2020-08-12 05:57:46 DEBUG: check clearing time needed clearing_process_timer=3346.948427 2020-08-12 05:57:46 DEBUG: check init order needed init_order_process_timer=3446.948688 2020-08-12 05:57:47 DEBUG: check clearing time needed clearing_process_timer=3347.949924 2020-08-12 05:57:47 DEBUG: check init order needed init_order_process_timer=3447.950208 2020-08-12 05:57:48 DEBUG: check clearing time needed clearing_process_timer=3348.951419 2020-08-12 05:57:48 DEBUG: check init order needed init_order_process_timer=3448.951715 2020-08-12 05:57:49 DEBUG: check clearing time needed clearing_process_timer=3349.952922 2020-08-12 05:57:49 DEBUG: check init order needed init_order_process_timer=3449.953274 2020-08-12 05:57:50 DEBUG: check clearing time needed clearing_process_timer=3350.954496 2020-08-12 05:57:50 DEBUG: check init order needed init_order_process_timer=3450.954736 2020-08-12 05:57:51 DEBUG: check clearing time needed clearing_process_timer=3351.955911 2020-08-12 05:57:51 DEBUG: check init order needed init_order_process_timer=3451.956157 2020-08-12 05:57:52 DEBUG: check clearing time needed clearing_process_timer=3352.957324 2020-08-12 05:57:52 DEBUG: check init order needed init_order_process_timer=3452.957557 2020-08-12 05:57:53 DEBUG: check clearing time needed clearing_process_timer=3353.958774 2020-08-12 05:57:53 DEBUG: check init order needed init_order_process_timer=3453.959034 2020-08-12 05:57:54 DEBUG: check clearing time needed clearing_process_timer=3354.960238 2020-08-12 05:57:54 DEBUG: check init order needed init_order_process_timer=3454.960538 2020-08-12 05:57:55 DEBUG: check clearing time needed clearing_process_timer=3355.961736 2020-08-12 05:57:55 DEBUG: check init order needed init_order_process_timer=3455.961998 2020-08-12 05:57:56 DEBUG: check clearing time needed clearing_process_timer=3356.963214 2020-08-12 05:57:56 DEBUG: check init order needed init_order_process_timer=3456.96348 2020-08-12 05:57:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 1094, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "d249f78c-4f85-3826-f656-7d7c7d95d474", "grossValue": 40915600, "homeNotional": 12.301810412684134, "foreignNotional": 4600.877094343866}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2fc2d71-ae60-5cfd-d90f-93ea5e643675", "grossValue": 1870000, "homeNotional": 0.5622399640166423, "foreignNotional": 210.2777465422242}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 215, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba1579f7-b1c1-bfd2-47f3-f06b62a552bc", "grossValue": 8041000, "homeNotional": 2.4176318452715617, "foreignNotional": 904.1943101315642}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "71bd859a-bc46-c89a-c8b6-3253ede1d296", "grossValue": 1496000, "homeNotional": 0.4497919712133138, "foreignNotional": 168.22219723377938}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "439a102b-fdc4-a4fe-6ee7-8ec97a9ce21a", "grossValue": 748000, "homeNotional": 0.2248959856066569, "foreignNotional": 84.11109861688969}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0816598-fad1-9760-be1d-e6e30c79d20f", "grossValue": 374000, "homeNotional": 0.11244799280332846, "foreignNotional": 42.055549308444846}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "eb23b11d-af9c-86c6-8dda-b5dd1805392f", "grossValue": 2057000, "homeNotional": 0.6184639604183065, "foreignNotional": 231.30552119644665}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "876372eb-9605-65cc-36de-3d2a68365216", "grossValue": 1346400, "homeNotional": 0.40481277409198246, "foreignNotional": 151.39997751040144}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 236, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "88ad765f-7179-fd93-f908-9e382b05496c", "grossValue": 8826400, "homeNotional": 2.6537726301585516, "foreignNotional": 992.5109636792984}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 216, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "e761e199-9bc3-5eea-539d-5b57a9118888", "grossValue": 8078400, "homeNotional": 2.428876644551895, "foreignNotional": 908.3998650624086}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 3479, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "06e60fb1-b98a-2b5c-fd2e-84612a032273", "grossValue": 130114600, "homeNotional": 39.12065669627797, "foreignNotional": 14631.125604407962}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 4875, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0886f48f-5e13-068c-30e6-aa1f5114b7eb", "grossValue": 182325000, "homeNotional": 54.81839649162262, "foreignNotional": 20502.080287866862}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "89beebaf-6406-5adc-958b-2664515ee3ef", "grossValue": 18700000, "homeNotional": 5.622399640166423, "foreignNotional": 2102.777465422242}, {"timestamp": "2020-08-12T02:57:57.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6c5994c-c741-1302-792e-01b5e1ad94ce", "grossValue": 18700000, "homeNotional": 5.622399640166423, "foreignNotional": 2102.777465422242}]} 2020-08-12 05:57:57 DEBUG: message ignored 2020-08-12 05:57:57 DEBUG: check clearing time needed clearing_process_timer=3357.964653 2020-08-12 05:57:57 DEBUG: check init order needed init_order_process_timer=3457.964914 2020-08-12 05:57:58 DEBUG: check clearing time needed clearing_process_timer=3358.966135 2020-08-12 05:57:58 DEBUG: check init order needed init_order_process_timer=3458.966397 2020-08-12 05:57:59 DEBUG: check clearing time needed clearing_process_timer=3359.967564 2020-08-12 05:57:59 DEBUG: check init order needed init_order_process_timer=3459.96784 2020-08-12 05:58:00 DEBUG: check clearing time needed clearing_process_timer=3360.969055 2020-08-12 05:58:00 DEBUG: check init order needed init_order_process_timer=3460.96932 2020-08-12 05:58:01 DEBUG: check clearing time needed clearing_process_timer=3361.970993 2020-08-12 05:58:01 DEBUG: check init order needed init_order_process_timer=3461.972213 2020-08-12 05:58:02 DEBUG: check clearing time needed clearing_process_timer=3362.97348 2020-08-12 05:58:02 DEBUG: check init order needed init_order_process_timer=3462.973793 2020-08-12 05:58:03 DEBUG: check clearing time needed clearing_process_timer=3363.974968 2020-08-12 05:58:03 DEBUG: check init order needed init_order_process_timer=3463.97523 2020-08-12 05:58:04 DEBUG: check clearing time needed clearing_process_timer=3364.976432 2020-08-12 05:58:04 DEBUG: check init order needed init_order_process_timer=3464.976768 2020-08-12 05:58:05 DEBUG: check clearing time needed clearing_process_timer=3365.977078 2020-08-12 05:58:05 DEBUG: check init order needed init_order_process_timer=3465.977363 2020-08-12 05:58:06 DEBUG: check clearing time needed clearing_process_timer=3366.978542 2020-08-12 05:58:06 DEBUG: check init order needed init_order_process_timer=3466.978833 2020-08-12 05:58:07 DEBUG: check clearing time needed clearing_process_timer=3367.980016 2020-08-12 05:58:07 DEBUG: check init order needed init_order_process_timer=3467.980311 2020-08-12 05:58:08 DEBUG: check clearing time needed clearing_process_timer=3368.981485 2020-08-12 05:58:08 DEBUG: check init order needed init_order_process_timer=3468.981764 2020-08-12 05:58:09 DEBUG: check clearing time needed clearing_process_timer=3369.982927 2020-08-12 05:58:09 DEBUG: check init order needed init_order_process_timer=3469.983195 2020-08-12 05:58:10 DEBUG: check clearing time needed clearing_process_timer=3370.984387 2020-08-12 05:58:10 DEBUG: check init order needed init_order_process_timer=3470.984701 2020-08-12 05:58:11 DEBUG: check clearing time needed clearing_process_timer=3371.985121 2020-08-12 05:58:11 DEBUG: check init order needed init_order_process_timer=3471.985455 2020-08-12 05:58:12 DEBUG: check clearing time needed clearing_process_timer=3372.986629 2020-08-12 05:58:12 DEBUG: check init order needed init_order_process_timer=3472.986914 2020-08-12 05:58:13 DEBUG: check clearing time needed clearing_process_timer=3373.988105 2020-08-12 05:58:13 DEBUG: check init order needed init_order_process_timer=3473.988362 2020-08-12 05:58:14 DEBUG: check clearing time needed clearing_process_timer=3374.989539 2020-08-12 05:58:14 DEBUG: check init order needed init_order_process_timer=3474.989828 2020-08-12 05:58:15 DEBUG: check clearing time needed clearing_process_timer=3375.990995 2020-08-12 05:58:15 DEBUG: check init order needed init_order_process_timer=3475.991254 2020-08-12 05:58:16 DEBUG: check clearing time needed clearing_process_timer=3376.992433 2020-08-12 05:58:16 DEBUG: check init order needed init_order_process_timer=3476.992737 2020-08-12 05:58:17 DEBUG: check clearing time needed clearing_process_timer=3377.993266 2020-08-12 05:58:17 DEBUG: check init order needed init_order_process_timer=3477.993556 2020-08-12 05:58:18 DEBUG: check clearing time needed clearing_process_timer=3378.994806 2020-08-12 05:58:18 DEBUG: check init order needed init_order_process_timer=3478.995072 2020-08-12 05:58:19 DEBUG: check clearing time needed clearing_process_timer=3379.996301 2020-08-12 05:58:19 DEBUG: check init order needed init_order_process_timer=3479.996572 2020-08-12 05:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:20.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "26cfefe9-0145-ed89-350f-2b6684517165", "grossValue": 37395, "homeNotional": 0.011243534967393748, "foreignNotional": 4.2045199010568926}, {"timestamp": "2020-08-12T02:58:20.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d95fb64-7396-2cd4-fa9e-02ff7233812f", "grossValue": 5609250, "homeNotional": 1.6865302451090622, "foreignNotional": 630.6779851585338}, {"timestamp": "2020-08-12T02:58:20.100Z", "symbol": "ETHUSD", "side": "Sell", "size": 1149, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a6bc39b-41d1-c7ad-c747-7c8ea911e392", "grossValue": 42966855, "homeNotional": 12.918821677535417, "foreignNotional": 4830.993366314369}]} 2020-08-12 05:58:20 DEBUG: message ignored 2020-08-12 05:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f4341bd4-3957-c9a3-5be6-17b564f6d392", "grossValue": 2580255, "homeNotional": 0.7758039127501687, "foreignNotional": 290.1118731729256}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "8496b24e-ec64-d5b9-173b-c134e8dcfd9b", "grossValue": 2019330, "homeNotional": 0.6071508882392624, "foreignNotional": 227.04407465707217}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba888768-ccd2-5d27-4dcd-1cb0f56fb011", "grossValue": 2206305, "homeNotional": 0.6633685630762312, "foreignNotional": 248.06667416235663}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 934, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f33288a4-b07c-c205-fe24-62d99f25714c", "grossValue": 34926930, "homeNotional": 10.501461659545761, "foreignNotional": 3927.021587587137}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "d945f964-2534-40a5-bf7c-35000244f542", "grossValue": 1084310, "homeNotional": 0.3260625140544187, "foreignNotional": 121.91477400494716}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3ee9b46-9dcb-584b-acd0-ec8eac754c89", "grossValue": 224340, "homeNotional": 0.06746120980436249, "foreignNotional": 25.223746345851136}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "1007cb60-52b5-b630-9017-4091cdeebaae", "grossValue": 37390, "homeNotional": 0.011243534967393748, "foreignNotional": 4.203957724308522}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "88b4399c-16dc-f185-75fc-f9d7021faff0", "grossValue": 37390, "homeNotional": 0.011243534967393748, "foreignNotional": 4.203957724308522}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7819ba1-b42f-5800-f243-42ffba7443d2", "grossValue": 37390, "homeNotional": 0.011243534967393748, "foreignNotional": 4.203957724308522}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c968787d-dfd4-d46c-779c-bb29a7a9178b", "grossValue": 37390, "homeNotional": 0.011243534967393748, "foreignNotional": 4.203957724308522}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "29d9f913-6841-978f-251c-33e087fbeaf5", "grossValue": 18695000, "homeNotional": 5.621767483696875, "foreignNotional": 2101.978862154261}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "ea8b72fb-35fa-7acc-fdd4-e10bc801a2e2", "grossValue": 1084165, "homeNotional": 0.3260625140544187, "foreignNotional": 121.89847087924443}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0079251b-7dd0-0572-4b76-5da3b3b27691", "grossValue": 74770, "homeNotional": 0.022487069934787496, "foreignNotional": 8.406791095120306}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6dea8d65-2441-e348-a373-64ced4c62110", "grossValue": 3738500, "homeNotional": 1.124353496739375, "foreignNotional": 420.3395547560153}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "023af6a1-3ce3-ffd6-ae7a-f3f9c928f2ad", "grossValue": 186900, "homeNotional": 0.05621767483696874, "foreignNotional": 21.014166854058917}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "82d64105-d39f-c919-dade-68a6056c33cf", "grossValue": 149520, "homeNotional": 0.04497413986957499, "foreignNotional": 16.811333483247132}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c55cc909-3bf9-5388-ea1d-909f9499f6be", "grossValue": 29904000, "homeNotional": 8.994827973915, "foreignNotional": 3362.2666966494266}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 255, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "777ee80c-5e39-e136-1cc4-911981006e2b", "grossValue": 9531900, "homeNotional": 2.867101416685406, "foreignNotional": 1071.7225095570047}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "2da48abe-339c-19df-07ef-bcfc16c7f5e6", "grossValue": 1083875, "homeNotional": 0.3260625140544187, "foreignNotional": 121.86586462783899}, {"timestamp": "2020-08-12T02:58:20.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 121, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "867c0e19-8ec4-07a9-9362-0152ec35c291", "grossValue": 4522375, "homeNotional": 1.3604677310546436, "foreignNotional": 508.47481448167304}]} 2020-08-12 05:58:20 DEBUG: message ignored 2020-08-12 05:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:20.242Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "993bd5c4-3d96-b2c4-6eb1-0a3ca3af0faf", "grossValue": 373800, "homeNotional": 0.11243534967393748, "foreignNotional": 42.028333708117835}]} 2020-08-12 05:58:20 DEBUG: message ignored 2020-08-12 05:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:20.623Z", "symbol": "ETHUSD", "side": "Sell", "size": 674, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "d47ac431-ba5f-34c2-dce7-66030ab76332", "grossValue": 25190750, "homeNotional": 7.578142568023386, "foreignNotional": 2832.3307847987408}]} 2020-08-12 05:58:20 DEBUG: message ignored 2020-08-12 05:58:20 DEBUG: check clearing time needed clearing_process_timer=3380.997755 2020-08-12 05:58:20 DEBUG: check init order needed init_order_process_timer=3480.998014 2020-08-12 05:58:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:21.175Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "011eb518-bce5-1e1c-fd3a-3e7629dc4a6f", "grossValue": 37375, "homeNotional": 0.011243534967393748, "foreignNotional": 4.202271194063414}]} 2020-08-12 05:58:21 DEBUG: message ignored 2020-08-12 05:58:21 DEBUG: check clearing time needed clearing_process_timer=3381.99918 2020-08-12 05:58:21 DEBUG: check init order needed init_order_process_timer=3481.99945 2020-08-12 05:58:23 DEBUG: check clearing time needed clearing_process_timer=3383.000641 2020-08-12 05:58:23 DEBUG: check init order needed init_order_process_timer=3483.000926 2020-08-12 05:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:23.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "cd9e49fb-d1cf-f533-ed42-3dad24f1547b", "grossValue": 37380, "homeNotional": 0.011243534967393748, "foreignNotional": 4.202833370811783}, {"timestamp": "2020-08-12T02:58:23.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a1452d37-8b0a-0737-9060-ffa0e58fa197", "grossValue": 2242800, "homeNotional": 0.6746120980436249, "foreignNotional": 252.170002248707}]} 2020-08-12 05:58:23 DEBUG: message ignored 2020-08-12 05:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:23.036Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "07323a43-d298-f336-5d3b-975f0925ee43", "grossValue": 1121700, "homeNotional": 0.33730604902181244, "foreignNotional": 126.11873172925567}]} 2020-08-12 05:58:23 DEBUG: message ignored 2020-08-12 05:58:24 DEBUG: check clearing time needed clearing_process_timer=3384.002163 2020-08-12 05:58:24 DEBUG: check init order needed init_order_process_timer=3484.002419 2020-08-12 05:58:25 DEBUG: check clearing time needed clearing_process_timer=3385.003588 2020-08-12 05:58:25 DEBUG: check init order needed init_order_process_timer=3485.003822 2020-08-12 05:58:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:25.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "38b90b5c-fc42-3e54-9f09-5aa1168e6ffd", "grossValue": 37395, "homeNotional": 0.011243534967393748, "foreignNotional": 4.2045199010568926}]} 2020-08-12 05:58:25 DEBUG: message ignored 2020-08-12 05:58:26 DEBUG: check clearing time needed clearing_process_timer=3386.004992 2020-08-12 05:58:26 DEBUG: check init order needed init_order_process_timer=3486.005284 2020-08-12 05:58:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:26.307Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "9476b6ba-36b3-b106-71e5-ecb788ca9233", "grossValue": 37395, "homeNotional": 0.011243534967393748, "foreignNotional": 4.2045199010568926}]} 2020-08-12 05:58:26 DEBUG: message ignored 2020-08-12 05:58:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:26.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "3c85ccd0-fb1d-cd93-0825-dd64bcca0502", "grossValue": 37400, "homeNotional": 0.011243534967393748, "foreignNotional": 4.205082077805262}]} 2020-08-12 05:58:26 DEBUG: message ignored 2020-08-12 05:58:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:26.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "c17bff72-53af-3bed-ed9d-11be3758cb0a", "grossValue": 373950, "homeNotional": 0.11243534967393748, "foreignNotional": 42.04519901056892}]} 2020-08-12 05:58:26 DEBUG: message ignored 2020-08-12 05:58:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:26.599Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "7aa79473-ecd8-a1ee-bf7f-3bb14461cf67", "grossValue": 373950, "homeNotional": 0.11243534967393748, "foreignNotional": 42.04519901056892}]} 2020-08-12 05:58:26 DEBUG: message ignored 2020-08-12 05:58:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:26.604Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "96016b33-ad83-95c9-7f74-1e9bda4504f1", "grossValue": 448740, "homeNotional": 0.13492241960872497, "foreignNotional": 50.45423881268271}]} 2020-08-12 05:58:26 DEBUG: message ignored 2020-08-12 05:58:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:26.607Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "18d816c1-ea38-77f1-7a00-ba66c291804a", "grossValue": 448740, "homeNotional": 0.13492241960872497, "foreignNotional": 50.45423881268271}]} 2020-08-12 05:58:26 DEBUG: message ignored 2020-08-12 05:58:27 DEBUG: check clearing time needed clearing_process_timer=3387.006474 2020-08-12 05:58:27 DEBUG: check init order needed init_order_process_timer=3487.006752 2020-08-12 05:58:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:27.400Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c1e1dd9-7f8c-cca8-f9a9-2576665a65a4", "grossValue": 37395, "homeNotional": 0.011243534967393748, "foreignNotional": 4.2045199010568926}]} 2020-08-12 05:58:27 DEBUG: message ignored 2020-08-12 05:58:28 DEBUG: check clearing time needed clearing_process_timer=3388.007925 2020-08-12 05:58:28 DEBUG: check init order needed init_order_process_timer=3488.008164 2020-08-12 05:58:29 DEBUG: check clearing time needed clearing_process_timer=3389.009331 2020-08-12 05:58:29 DEBUG: check init order needed init_order_process_timer=3489.009565 2020-08-12 05:58:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:29.122Z", "symbol": "ETHUSD", "side": "Buy", "size": 999, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "9c9c4a25-e3b0-4524-f383-56c585debb64", "grossValue": 37362600, "homeNotional": 11.232291432426354, "foreignNotional": 4200.876995727457}, {"timestamp": "2020-08-12T02:58:29.122Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd0b04f0-2efb-76ea-9d15-ca110df41d70", "grossValue": 37400000, "homeNotional": 11.24353496739375, "foreignNotional": 4205.082077805262}, {"timestamp": "2020-08-12T02:58:29.122Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffd7ee55-b77c-dc5d-833e-b56f317d2fd6", "grossValue": 1122000, "homeNotional": 0.33730604902181244, "foreignNotional": 126.15246233415786}]} 2020-08-12 05:58:29 DEBUG: message ignored 2020-08-12 05:58:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:29.807Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "8b9b43f9-f2b6-3a50-5882-6614bffd18eb", "grossValue": 74810, "homeNotional": 0.022487069934787496, "foreignNotional": 8.411288509107264}]} 2020-08-12 05:58:29 DEBUG: message ignored 2020-08-12 05:58:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:29.837Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "affd3441-9e5a-1666-0dcb-ce63f31a1409", "grossValue": 411400, "homeNotional": 0.12367888464133124, "foreignNotional": 46.25590285585788}]} 2020-08-12 05:58:29 DEBUG: message ignored 2020-08-12 05:58:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:29.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "42978c70-0c74-994a-4bb5-3ee84f49824b", "grossValue": 374000, "homeNotional": 0.11243534967393748, "foreignNotional": 42.05082077805262}]} 2020-08-12 05:58:29 DEBUG: message ignored 2020-08-12 05:58:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:29.854Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "1bb1b496-c8f4-b25d-245f-05e37bd6e721", "grossValue": 486200, "homeNotional": 0.14616595457611872, "foreignNotional": 54.66606701146841}]} 2020-08-12 05:58:29 DEBUG: message ignored 2020-08-12 05:58:30 DEBUG: check clearing time needed clearing_process_timer=3390.010002 2020-08-12 05:58:30 DEBUG: check init order needed init_order_process_timer=3490.010274 2020-08-12 05:58:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:30.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "9b5d93e8-eeb4-c644-15b8-6818417674a9", "grossValue": 74810, "homeNotional": 0.02248959856066569, "foreignNotional": 8.412234341617003}]} 2020-08-12 05:58:30 DEBUG: message ignored 2020-08-12 05:58:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:30.306Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "9b879cc6-17ea-e3b0-6e96-24adab568ca7", "grossValue": 448800, "homeNotional": 0.13493759136399416, "foreignNotional": 50.466659170133816}]} 2020-08-12 05:58:30 DEBUG: message ignored 2020-08-12 05:58:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:30.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "08d0a8d2-2b3f-7dfd-93b8-19bf49f13f00", "grossValue": 411400, "homeNotional": 0.12369279208366131, "foreignNotional": 46.26110423928933}]} 2020-08-12 05:58:30 DEBUG: message ignored 2020-08-12 05:58:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:30.311Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "90bc0e37-5380-ee00-baff-ad605ee97bf7", "grossValue": 486200, "homeNotional": 0.146182390644327, "foreignNotional": 54.672214100978294}]} 2020-08-12 05:58:30 DEBUG: message ignored 2020-08-12 05:58:31 DEBUG: check clearing time needed clearing_process_timer=3391.011472 2020-08-12 05:58:31 DEBUG: check init order needed init_order_process_timer=3491.011785 2020-08-12 05:58:32 DEBUG: check clearing time needed clearing_process_timer=3392.012965 2020-08-12 05:58:32 DEBUG: check init order needed init_order_process_timer=3492.013253 2020-08-12 05:58:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:32.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 996, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "80d1aba7-2397-77f6-7a06-6365a38ba3d0", "grossValue": 37255380, "homeNotional": 11.199820083211515, "foreignNotional": 4189.292702125267}, {"timestamp": "2020-08-12T02:58:32.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b7360c7c-8a49-9d16-27c6-5fdc62aab8df", "grossValue": 1870250, "homeNotional": 0.5622399640166423, "foreignNotional": 210.30585854042505}, {"timestamp": "2020-08-12T02:58:32.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c41c7be-8cca-d2ad-9da5-c0d6b1e6cd76", "grossValue": 1122150, "homeNotional": 0.33734397840998537, "foreignNotional": 126.18351512425504}, {"timestamp": "2020-08-12T02:58:32.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 265, "price": 374.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ccaa3983-1c67-6525-a90f-7370223743e4", "grossValue": 9912325, "homeNotional": 2.979871809288204, "foreignNotional": 1114.6210502642527}, {"timestamp": "2020-08-12T02:58:32.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "ed8ae98e-3447-542e-689e-12910e0484ba", "grossValue": 37410000, "homeNotional": 11.244799280332845, "foreignNotional": 4206.679410772517}, {"timestamp": "2020-08-12T02:58:32.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "e243f911-bd03-58d8-b5eb-3b4696273d78", "grossValue": 5948190, "homeNotional": 1.7879230855729225, "foreignNotional": 668.8620263128303}]} 2020-08-12 05:58:32 DEBUG: message ignored 2020-08-12 05:58:33 DEBUG: check clearing time needed clearing_process_timer=3393.014374 2020-08-12 05:58:33 DEBUG: check init order needed init_order_process_timer=3493.014647 2020-08-12 05:58:34 DEBUG: check clearing time needed clearing_process_timer=3394.015842 2020-08-12 05:58:34 DEBUG: check init order needed init_order_process_timer=3494.016101 2020-08-12 05:58:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:34.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 3200, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "fbd1d880-874f-c38d-dcfd-a91d9792498a", "grossValue": 119712000, "homeNotional": 35.98335769706511, "foreignNotional": 13461.374114472057}]} 2020-08-12 05:58:34 DEBUG: message ignored 2020-08-12 05:58:35 DEBUG: check clearing time needed clearing_process_timer=3395.017276 2020-08-12 05:58:35 DEBUG: check init order needed init_order_process_timer=3495.017561 2020-08-12 05:58:36 DEBUG: check clearing time needed clearing_process_timer=3396.018782 2020-08-12 05:58:36 DEBUG: check init order needed init_order_process_timer=3496.019043 2020-08-12 05:58:37 DEBUG: check clearing time needed clearing_process_timer=3397.020205 2020-08-12 05:58:37 DEBUG: check init order needed init_order_process_timer=3497.020588 2020-08-12 05:58:38 DEBUG: check clearing time needed clearing_process_timer=3398.021789 2020-08-12 05:58:38 DEBUG: check init order needed init_order_process_timer=3498.022047 2020-08-12 05:58:39 DEBUG: check clearing time needed clearing_process_timer=3399.023224 2020-08-12 05:58:39 DEBUG: check init order needed init_order_process_timer=3499.023534 2020-08-12 05:58:40 DEBUG: check clearing time needed clearing_process_timer=3400.024752 2020-08-12 05:58:40 DEBUG: check init order needed init_order_process_timer=3500.025003 2020-08-12 05:58:41 DEBUG: check clearing time needed clearing_process_timer=3401.026238 2020-08-12 05:58:41 DEBUG: check init order needed init_order_process_timer=3501.026516 2020-08-12 05:58:42 DEBUG: check clearing time needed clearing_process_timer=3402.027701 2020-08-12 05:58:42 DEBUG: check init order needed init_order_process_timer=3502.027961 2020-08-12 05:58:43 DEBUG: check clearing time needed clearing_process_timer=3403.029187 2020-08-12 05:58:43 DEBUG: check init order needed init_order_process_timer=3503.029513 2020-08-12 05:58:44 DEBUG: check clearing time needed clearing_process_timer=3404.030744 2020-08-12 05:58:44 DEBUG: check init order needed init_order_process_timer=3504.030997 2020-08-12 05:58:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 1587, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "028f44a6-d23c-3df1-e794-cf9fe4c2fc83", "grossValue": 59361735, "homeNotional": 17.845496457888228, "foreignNotional": 6675.107950073091}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 2724, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2568823c-17df-c63b-ca1d-580666c8d03b", "grossValue": 101891220, "homeNotional": 30.63083323962667, "foreignNotional": 11457.463173282356}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 1810, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e8ce48b-6acf-41c2-97f3-928b27a276cc", "grossValue": 67703050, "homeNotional": 20.35308669740245, "foreignNotional": 7613.072079163387}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 3699, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1799218b-b94d-df13-dc09-f3e41952e0a2", "grossValue": 138361095, "homeNotional": 41.594512537951196, "foreignNotional": 15558.427414820646}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 3910, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8580064f-1c9e-5725-0c34-436d2db78b95", "grossValue": 146253550, "homeNotional": 43.967165186101425, "foreignNotional": 16445.918137861237}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 2936, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b9aa5c3-bf50-0863-15a0-a58cbdda8ab7", "grossValue": 109821080, "homeNotional": 33.01473068705724, "foreignNotional": 12349.16001349376}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 599, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0735f036-44b8-f9ef-d03b-1e9c9cc3ac6f", "grossValue": 22405595, "homeNotional": 6.7356347689193745, "foreignNotional": 2519.464185314292}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2dd99de5-c961-63bc-76c0-2176bb83ce6d", "grossValue": 59848000, "homeNotional": 17.991678848532555, "foreignNotional": 6729.787473293602}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c81212c-ee53-7ae7-e371-eea9fdbf3115", "grossValue": 37405000, "homeNotional": 11.244799280332845, "foreignNotional": 4206.117170808501}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "574cf5a0-ebd9-71e0-6770-24f90a865fee", "grossValue": 224430000, "homeNotional": 67.46879568199708, "foreignNotional": 25236.703024851005}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 1982, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ffbd81c1-803e-6074-2fbc-8828dab96e61", "grossValue": 74136710, "homeNotional": 22.2871921736197, "foreignNotional": 8336.52423254245}, {"timestamp": "2020-08-12T02:58:44.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 2153, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "cfe3fbec-bbfd-e899-01ab-d62500fc983b", "grossValue": 80532965, "homeNotional": 24.210052850556618, "foreignNotional": 9055.770268750703}]} 2020-08-12 05:58:44 DEBUG: message ignored 2020-08-12 05:58:45 DEBUG: check clearing time needed clearing_process_timer=3405.032171 2020-08-12 05:58:45 DEBUG: check init order needed init_order_process_timer=3505.032435 2020-08-12 05:58:46 DEBUG: check clearing time needed clearing_process_timer=3406.03363 2020-08-12 05:58:46 DEBUG: check init order needed init_order_process_timer=3506.033947 2020-08-12 05:58:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 7821, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "924e5707-8f9a-8cf4-447c-8f11b3979a2d", "grossValue": 292544505, "homeNotional": 87.94557517148318, "foreignNotional": 32896.04239289329}, {"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 9956, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "117c125e-fa94-1bcf-330c-2357dbea2fe2", "grossValue": 372404180, "homeNotional": 111.95322163499381, "foreignNotional": 41876.102552569435}, {"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 233, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9496e66-5145-b562-94e3-058649a9bbff", "grossValue": 8715365, "homeNotional": 2.6200382323175533, "foreignNotional": 980.0253007983807}, {"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "511b4c5f-cfdd-6e66-30f2-e018eb0ba86d", "grossValue": 374050000, "homeNotional": 112.44799280332846, "foreignNotional": 42061.171708085014}, {"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f53df087-d65d-4bff-e4e7-713205e95cd0", "grossValue": 374050, "homeNotional": 0.11244799280332846, "foreignNotional": 42.06117170808501}, {"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 748, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "406f3052-0084-392b-8e5e-bef8a1844ffe", "grossValue": 27978940, "homeNotional": 8.411109861688969, "foreignNotional": 3146.1756437647587}, {"timestamp": "2020-08-12T02:58:46.451Z", "symbol": "ETHUSD", "side": "Sell", "size": 1232, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "4892b74a-ed8a-8424-3d60-4a6438e7f3d6", "grossValue": 46082960, "homeNotional": 13.853592713370066, "foreignNotional": 5181.936354436073}]} 2020-08-12 05:58:46 DEBUG: message ignored 2020-08-12 05:58:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:46.711Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "e5b31b6d-cefe-2f17-c825-d32f7cc49f5a", "grossValue": 6733800, "homeNotional": 2.024063870459912, "foreignNotional": 757.2022939390532}]} 2020-08-12 05:58:46 DEBUG: message ignored 2020-08-12 05:58:47 DEBUG: check clearing time needed clearing_process_timer=3407.035147 2020-08-12 05:58:47 DEBUG: check init order needed init_order_process_timer=3507.035427 2020-08-12 05:58:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:47.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "17ba8101-a9a6-0749-ec7d-b8e4860fa978", "grossValue": 3741000, "homeNotional": 1.1244799280332847, "foreignNotional": 420.6679410772518}]} 2020-08-12 05:58:47 DEBUG: message ignored 2020-08-12 05:58:48 DEBUG: check clearing time needed clearing_process_timer=3408.036617 2020-08-12 05:58:48 DEBUG: check init order needed init_order_process_timer=3508.036918 2020-08-12 05:58:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 7691, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "6313974f-3f27-3aaf-0383-afabb7cd9f3d", "grossValue": 287681855, "homeNotional": 86.48375126503991, "foreignNotional": 32349.24716068818}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b771017-f037-5398-bb3b-0d37cddb423a", "grossValue": 37405000, "homeNotional": 11.244799280332845, "foreignNotional": 4206.117170808501}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "77ce2024-8e4b-fdf1-15a9-25a550a9ae14", "grossValue": 56107500, "homeNotional": 16.86719892049927, "foreignNotional": 6309.175756212751}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "70f787b8-8021-09ab-f6bb-c89e130a8300", "grossValue": 16383390, "homeNotional": 4.925222084785786, "foreignNotional": 1842.2793208141234}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "908b4d3f-c4ff-df46-94ab-2ca57f5c06a7", "grossValue": 1271770, "homeNotional": 0.3823231755313168, "foreignNotional": 143.00798380748904}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0d0a23e-673a-aa2e-8aa3-0fe72ae7794f", "grossValue": 56107500, "homeNotional": 16.86719892049927, "foreignNotional": 6309.175756212751}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ae6f82a-9dde-8d4c-3ebe-12ce84a490d0", "grossValue": 56107500, "homeNotional": 16.86719892049927, "foreignNotional": 6309.175756212751}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "80b54eff-2fe5-a40c-89aa-49ffc2ff12cc", "grossValue": 74810000, "homeNotional": 22.48959856066569, "foreignNotional": 8412.234341617002}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "76276363-1fdf-b9e6-863e-f1e9286bff05", "grossValue": 18702500, "homeNotional": 5.622399640166423, "foreignNotional": 2103.0585854042506}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 506, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac7d8f69-2e6b-09bf-e434-3ca6b0fc5f5a", "grossValue": 18926930, "homeNotional": 5.68986843584842, "foreignNotional": 2128.2952884291017}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 2645, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8625bdde-47a3-7fde-7e7a-bc2f38e89fd1", "grossValue": 98936225, "homeNotional": 29.742494096480378, "foreignNotional": 11125.179916788486}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "24032485-0813-0352-5d23-569e4a80897f", "grossValue": 224430000, "homeNotional": 67.46879568199708, "foreignNotional": 25236.703024851005}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d65c82b8-1caa-4315-3fea-90d0689c0e97", "grossValue": 18702500, "homeNotional": 5.622399640166423, "foreignNotional": 2103.0585854042506}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d690644a-d5f1-3a18-57f8-c1b99ba7d3cd", "grossValue": 37405000, "homeNotional": 11.244799280332845, "foreignNotional": 4206.117170808501}, {"timestamp": "2020-08-12T02:58:48.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 3186, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5065384-995f-266a-a3b7-3b34310f14d8", "grossValue": 119172330, "homeNotional": 35.82593050714045, "foreignNotional": 13400.689306195884}]} 2020-08-12 05:58:48 DEBUG: message ignored 2020-08-12 05:58:49 DEBUG: check clearing time needed clearing_process_timer=3409.038132 2020-08-12 05:58:49 DEBUG: check init order needed init_order_process_timer=3509.038398 2020-08-12 05:58:50 DEBUG: check clearing time needed clearing_process_timer=3410.039566 2020-08-12 05:58:50 DEBUG: check init order needed init_order_process_timer=3510.039853 2020-08-12 05:58:51 DEBUG: check clearing time needed clearing_process_timer=3411.04106 2020-08-12 05:58:51 DEBUG: check init order needed init_order_process_timer=3511.041317 2020-08-12 05:58:52 DEBUG: check clearing time needed clearing_process_timer=3412.042494 2020-08-12 05:58:52 DEBUG: check init order needed init_order_process_timer=3512.042754 2020-08-12 05:58:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "62094b6b-6de6-25b5-a3d2-b35839a49a77", "grossValue": 2169490, "homeNotional": 0.652198358259305, "foreignNotional": 243.95479590689305}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa2133e0-3b2e-62e8-af9d-aaee622dd006", "grossValue": 224430000, "homeNotional": 67.46879568199708, "foreignNotional": 25236.703024851005}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef25f251-2741-1ac0-9b10-e39855a478d1", "grossValue": 2655755, "homeNotional": 0.7983807489036321, "foreignNotional": 298.63431912740356}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 109, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f9d76c0-d2c0-8fc6-c7d8-384d255dfa9b", "grossValue": 4077145, "homeNotional": 1.2256831215562802, "foreignNotional": 458.46677161812664}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "1a7519c5-b5cd-3d3f-b9e6-34af4fe80040", "grossValue": 59840000, "homeNotional": 17.991678848532555, "foreignNotional": 6728.887889351175}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 598, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e72d5a2-2eb8-77bd-b341-a90186ac3229", "grossValue": 22365200, "homeNotional": 6.724389969639042, "foreignNotional": 2514.921848645002}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 240, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "eb9f7206-d26a-ffdb-8cf9-39af16617a6a", "grossValue": 8976000, "homeNotional": 2.698751827279883, "foreignNotional": 1009.3331834026762}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a9fe2ae-cae7-c216-e8d6-39d829d837cc", "grossValue": 224400000, "homeNotional": 67.46879568199708, "foreignNotional": 25233.329585066906}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 228, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6fd872c-3e12-92a6-18ed-008b82acf660", "grossValue": 8527200, "homeNotional": 2.563814235915889, "foreignNotional": 958.8665242325425}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 8181, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "beb54f73-c1ee-19f2-3a94-4c9db36fbdcc", "grossValue": 305969400, "homeNotional": 91.99370291240301, "foreignNotional": 34405.64488923873}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "a60240a2-8e56-beff-1ae1-7420e58bd81f", "grossValue": 2655400, "homeNotional": 0.7983807489036321, "foreignNotional": 298.5944000899584}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "6393e7a1-5c47-b569-3b9d-918609581afd", "grossValue": 224370000, "homeNotional": 67.46879568199708, "foreignNotional": 25229.956145282806}, {"timestamp": "2020-08-12T02:58:52.241Z", "symbol": "ETHUSD", "side": "Sell", "size": 844, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff2392bb-de11-a89d-4353-b793d85bfede", "grossValue": 31561380, "homeNotional": 9.490610592600921, "foreignNotional": 3549.0138311031146}]} 2020-08-12 05:58:52 DEBUG: message ignored 2020-08-12 05:58:53 DEBUG: check clearing time needed clearing_process_timer=3413.043926 2020-08-12 05:58:53 DEBUG: check init order needed init_order_process_timer=3513.044307 2020-08-12 05:58:54 DEBUG: check clearing time needed clearing_process_timer=3414.045493 2020-08-12 05:58:54 DEBUG: check init order needed init_order_process_timer=3514.045793 2020-08-12 05:58:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 1156, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce5a15a4-38d1-1732-70ca-fed7761c6f93", "grossValue": 43228620, "homeNotional": 12.99898796806477, "foreignNotional": 4860.97155065782}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a605e62-f189-b98b-cf1b-5e9693705fdb", "grossValue": 280462500, "homeNotional": 84.33599460249634, "foreignNotional": 31537.445181603507}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9367c9be-dbae-30cc-e2a2-4f2ba6e296a6", "grossValue": 747900, "homeNotional": 0.2248959856066569, "foreignNotional": 84.09985381760936}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c64f4cb-0057-0c45-a24b-f984850614c1", "grossValue": 2655045, "homeNotional": 0.7983807489036321, "foreignNotional": 298.5544810525132}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "567c36bc-aa60-10ff-46d3-bb076c4495eb", "grossValue": 74790000, "homeNotional": 22.48959856066569, "foreignNotional": 8409.985381760936}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7237974-fbaa-855a-431a-4132e6b5b95f", "grossValue": 56092500, "homeNotional": 16.86719892049927, "foreignNotional": 6307.489036320701}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "16c33a6f-d52c-c974-2576-2f35e0152882", "grossValue": 56092500, "homeNotional": 16.86719892049927, "foreignNotional": 6307.489036320701}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "73366800-f27b-14f4-94f6-6e5c4aa8cd52", "grossValue": 224370000, "homeNotional": 67.46879568199708, "foreignNotional": 25229.956145282806}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 948, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d916397a-09a8-1660-16ff-f80d06e9ec70", "grossValue": 35450460, "homeNotional": 10.660069717755539, "foreignNotional": 3986.3330709546835}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "efbbad18-b054-a8ae-9eca-d330a29c1119", "grossValue": 373950, "homeNotional": 0.11244799280332846, "foreignNotional": 42.04992690880468}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "467684f3-e544-472f-0c46-7dddac3ef042", "grossValue": 1383615, "homeNotional": 0.4160575733723153, "foreignNotional": 155.5847295625773}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 370, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "fdb061f1-468e-8bb6-7cca-2c97d3550528", "grossValue": 13834300, "homeNotional": 4.160575733723153, "foreignNotional": 1555.639266839087}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 283, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "8dbb548f-a241-0720-2302-b963f74ef208", "grossValue": 10581370, "homeNotional": 3.1822781963341953, "foreignNotional": 1189.8538176093557}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c6378303-90a7-c725-51cc-9a70552d79e4", "grossValue": 74780000, "homeNotional": 22.48959856066569, "foreignNotional": 8408.860901832903}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "aea02505-d3d6-0f6d-1100-0e2e51e64301", "grossValue": 59824000, "homeNotional": 17.991678848532555, "foreignNotional": 6727.088721466322}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 475, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "541f764e-8201-1c8f-3b0d-be9eda44a84c", "grossValue": 17760250, "homeNotional": 5.3412796581581015, "foreignNotional": 1997.1044641853143}, {"timestamp": "2020-08-12T02:58:54.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 4530, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c223744a-894b-d2f4-a21a-21b45fb3a3fb", "grossValue": 169376700, "homeNotional": 50.93894073990779, "foreignNotional": 19046.069942651524}]} 2020-08-12 05:58:54 DEBUG: message ignored 2020-08-12 05:58:55 DEBUG: check clearing time needed clearing_process_timer=3415.047013 2020-08-12 05:58:55 DEBUG: check init order needed init_order_process_timer=3515.047268 2020-08-12 05:58:56 DEBUG: check clearing time needed clearing_process_timer=3416.04845 2020-08-12 05:58:56 DEBUG: check init order needed init_order_process_timer=3516.048802 2020-08-12 05:58:57 DEBUG: check clearing time needed clearing_process_timer=3417.050063 2020-08-12 05:58:57 DEBUG: check init order needed init_order_process_timer=3517.050345 2020-08-12 05:58:58 DEBUG: check clearing time needed clearing_process_timer=3418.051573 2020-08-12 05:58:58 DEBUG: check init order needed init_order_process_timer=3518.051852 2020-08-12 05:58:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:58:58.386Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "523b5114-6807-e844-cbd0-9ece78c3acc5", "grossValue": 1084310, "homeNotional": 0.3260991791296525, "foreignNotional": 121.92848307657708}, {"timestamp": "2020-08-12T02:58:58.386Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d81e1948-30e9-c311-7807-a7218c6584c7", "grossValue": 2654690, "homeNotional": 0.7983807489036321, "foreignNotional": 298.514562015068}]} 2020-08-12 05:58:58 DEBUG: message ignored 2020-08-12 05:58:59 DEBUG: check clearing time needed clearing_process_timer=3419.05305 2020-08-12 05:58:59 DEBUG: check init order needed init_order_process_timer=3519.053332 2020-08-12 05:59:00 DEBUG: check clearing time needed clearing_process_timer=3420.054542 2020-08-12 05:59:00 DEBUG: check init order needed init_order_process_timer=3520.054797 2020-08-12 05:59:01 DEBUG: check clearing time needed clearing_process_timer=3421.055976 2020-08-12 05:59:01 DEBUG: check init order needed init_order_process_timer=3521.056264 2020-08-12 05:59:02 DEBUG: check clearing time needed clearing_process_timer=3422.057458 2020-08-12 05:59:02 DEBUG: check init order needed init_order_process_timer=3522.057797 2020-08-12 05:59:03 DEBUG: check clearing time needed clearing_process_timer=3423.059004 2020-08-12 05:59:03 DEBUG: check init order needed init_order_process_timer=3523.059268 2020-08-12 05:59:04 DEBUG: check clearing time needed clearing_process_timer=3424.060449 2020-08-12 05:59:04 DEBUG: check init order needed init_order_process_timer=3524.060744 2020-08-12 05:59:05 DEBUG: check clearing time needed clearing_process_timer=3425.061944 2020-08-12 05:59:05 DEBUG: check init order needed init_order_process_timer=3525.062188 2020-08-12 05:59:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:05.694Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f16827b9-8bbc-92f4-420a-53d8697401f4", "grossValue": 9347500, "homeNotional": 2.8134143596668917, "foreignNotional": 1051.9356290794508}]} 2020-08-12 05:59:05 DEBUG: message ignored 2020-08-12 05:59:06 DEBUG: check clearing time needed clearing_process_timer=3426.063363 2020-08-12 05:59:06 DEBUG: check init order needed init_order_process_timer=3526.063609 2020-08-12 05:59:07 DEBUG: check clearing time needed clearing_process_timer=3427.064789 2020-08-12 05:59:07 DEBUG: check init order needed init_order_process_timer=3527.065067 2020-08-12 05:59:08 DEBUG: check clearing time needed clearing_process_timer=3428.066234 2020-08-12 05:59:08 DEBUG: check init order needed init_order_process_timer=3528.066465 2020-08-12 05:59:09 DEBUG: check clearing time needed clearing_process_timer=3429.067652 2020-08-12 05:59:09 DEBUG: check init order needed init_order_process_timer=3529.067966 2020-08-12 05:59:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "9ac0957f-4b73-1574-56be-95b48a1e9822", "grossValue": 1084165, "homeNotional": 0.32635606572135945, "foreignNotional": 122.00821516993022}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "677b3616-93c2-aa8f-d421-4199b1bfb3bc", "grossValue": 2654335, "homeNotional": 0.7990096781453973, "foreignNotional": 298.70976817465674}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 310, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a56de6b-c660-8088-a979-5939645581e2", "grossValue": 11589350, "homeNotional": 3.4886338059869457, "foreignNotional": 1304.2257483682197}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa284297-9448-d7a9-6b31-82ee5fc72053", "grossValue": 1906635, "homeNotional": 0.5739365293720459, "foreignNotional": 214.56617150573936}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 553, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4255ab9e-62e7-0773-0a32-6077ad9e4337", "grossValue": 20673905, "homeNotional": 6.223272563583165, "foreignNotional": 2326.570447895566}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "cef1d29d-f40f-4efa-aaf6-04e38195d6e9", "grossValue": 1308475, "homeNotional": 0.39387801035336484, "foreignNotional": 147.25129417060543}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 124, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f42d5c8-c0e7-45b3-24fe-97c8e6820f9b", "grossValue": 4635740, "homeNotional": 1.3954535223947784, "foreignNotional": 521.6902993472879}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "ad114e7a-04f8-7661-1a9e-649e3ec8fe6d", "grossValue": 1869000, "homeNotional": 0.5626828719333784, "foreignNotional": 210.33085752869684}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ccb28756-bfde-6bab-cb06-b2af9edeb490", "grossValue": 2653980, "homeNotional": 0.7990096781453973, "foreignNotional": 298.6698176907495}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3dc7f0fc-342e-1010-f9de-3f2580d0e7bf", "grossValue": 18690000, "homeNotional": 5.626828719333783, "foreignNotional": 2103.3085752869683}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d65c1ba-548a-6995-0e4e-6ac15e5ec248", "grossValue": 37380000, "homeNotional": 11.253657438667567, "foreignNotional": 4206.617150573937}, {"timestamp": "2020-08-12T02:59:09.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "d046ad64-eb1a-00c4-e3be-ca9c54c06a5d", "grossValue": 7699250, "homeNotional": 2.318253432365519, "foreignNotional": 866.4472203466127}]} 2020-08-12 05:59:09 DEBUG: message ignored 2020-08-12 05:59:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 998, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d3778c62-0c6a-d779-a98c-c620f047f115", "grossValue": 37300250, "homeNotional": 11.231150123790233, "foreignNotional": 4197.6423587665995}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "a24156a2-62e2-a601-a69c-a9680d963ffe", "grossValue": 373750, "homeNotional": 0.11253657438667566, "foreignNotional": 42.06054467702003}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "169de0f2-1644-4b2d-0576-c54c43525a66", "grossValue": 74750, "homeNotional": 0.022507314877335136, "foreignNotional": 8.412108935404007}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a2738c6-b8fe-b406-4ef4-a56f55f2759e", "grossValue": 74750000, "homeNotional": 22.507314877335133, "foreignNotional": 8412.108935404007}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "a93bf70c-5f1d-b29a-1338-529a01c0e5c2", "grossValue": 1083875, "homeNotional": 0.32635606572135945, "foreignNotional": 121.9755795633581}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b655fa16-9cc1-7b7a-4a40-69794d882821", "grossValue": 2653625, "homeNotional": 0.7990096781453973, "foreignNotional": 298.6298672068422}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8b7e55d-efde-a165-2537-0074cb9654cd", "grossValue": 336375, "homeNotional": 0.1012829169480081, "foreignNotional": 37.85449020931803}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "95b0e3b8-fa15-eef8-a06a-e9610918fdc4", "grossValue": 280312500, "homeNotional": 84.40243079000675, "foreignNotional": 31545.408507765023}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "19160053-6ac4-1f7a-3163-89b5429b14ca", "grossValue": 280312500, "homeNotional": 84.40243079000675, "foreignNotional": 31545.408507765023}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 4644, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "deab9b88-0494-91a9-7488-8869e7846f28", "grossValue": 173569500, "homeNotional": 52.26198514517218, "foreignNotional": 19532.916948008104}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 259, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "aad70f41-a005-f635-3cbd-99a64b8c3183", "grossValue": 9680125, "homeNotional": 2.9146972766148997, "foreignNotional": 1089.3681071348187}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "698d13bd-580d-cc86-5762-5474da887e42", "grossValue": 37370000, "homeNotional": 11.253657438667567, "foreignNotional": 4205.49178483007}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "227b4d67-36ec-17d4-b1b6-b42730be7800", "grossValue": 1494800, "homeNotional": 0.45014629754670266, "foreignNotional": 168.2196713932028}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "2dc19ec7-4ce0-11c0-ce14-93c7fb11a3f7", "grossValue": 1083730, "homeNotional": 0.32635606572135945, "foreignNotional": 121.95926176007202}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "27466fb2-209b-382b-444d-a09edbe70128", "grossValue": 186850, "homeNotional": 0.05626828719333783, "foreignNotional": 21.02745892415035}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a86be451-2ed4-15ed-f1ff-ce3b961b3bed", "grossValue": 74740000, "homeNotional": 22.507314877335133, "foreignNotional": 8410.98356966014}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 1259, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ce9ef9e-53ed-d925-fa1b-a9ef4f5baa71", "grossValue": 47048830, "homeNotional": 14.168354715282467, "foreignNotional": 5294.714157101058}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5f2aebc5-c450-819d-e3e0-8e991e6f1734", "grossValue": 2653270, "homeNotional": 0.7990096781453973, "foreignNotional": 298.58991672293496}, {"timestamp": "2020-08-12T02:59:09.882Z", "symbol": "ETHUSD", "side": "Sell", "size": 2574, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "242b0ea4-c571-2047-6977-ab880f264266", "grossValue": 96190380, "homeNotional": 28.96691424713032, "foreignNotional": 10824.9358541526}]} 2020-08-12 05:59:09 DEBUG: message ignored 2020-08-12 05:59:10 DEBUG: check clearing time needed clearing_process_timer=3430.06907 2020-08-12 05:59:10 DEBUG: check init order needed init_order_process_timer=3530.069319 2020-08-12 05:59:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:10.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "9758766b-550c-2e99-e530-7cf0f3e844b9", "grossValue": 149500, "homeNotional": 0.04501462975467027, "foreignNotional": 16.824217870808013}]} 2020-08-12 05:59:10 DEBUG: message ignored 2020-08-12 05:59:11 DEBUG: check clearing time needed clearing_process_timer=3431.070526 2020-08-12 05:59:11 DEBUG: check init order needed init_order_process_timer=3531.070827 2020-08-12 05:59:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:11.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 417, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "ee996580-e266-45dc-e71c-ba70724e8b58", "grossValue": 15583290, "homeNotional": 4.692775151924375, "foreignNotional": 1753.690074274139}]} 2020-08-12 05:59:11 DEBUG: message ignored 2020-08-12 05:59:12 DEBUG: check clearing time needed clearing_process_timer=3432.072022 2020-08-12 05:59:12 DEBUG: check init order needed init_order_process_timer=3532.072291 2020-08-12 05:59:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 583, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5689b811-72b4-7914-58b5-a07f0fed2c64", "grossValue": 21786710, "homeNotional": 6.560882286743191, "foreignNotional": 2451.8017105559306}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 216, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e600a1e-7cdc-9c2a-40e9-ee4a8ea0a7b3", "grossValue": 8071920, "homeNotional": 2.4307900067521944, "foreignNotional": 908.386225523295}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "7040c3c9-19ef-52d6-829f-72794ba6a868", "grossValue": 1158470, "homeNotional": 0.3488633805986946, "foreignNotional": 130.37024532973217}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fa56ab1-5c0b-839f-23e2-cf800e40e29e", "grossValue": 1681650, "homeNotional": 0.5064145847400405, "foreignNotional": 189.24713031735314}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 138, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c165b93-5800-f3f9-ad31-ca8728d4d9de", "grossValue": 5157060, "homeNotional": 1.5530047265361242, "foreignNotional": 580.3578663065497}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "244a9ac3-853d-df57-edab-cee8f5980f8e", "grossValue": 2466420, "homeNotional": 0.7427413909520594, "foreignNotional": 277.5624577987846}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.65, "tickDirection": "MinusTick", "trdMatchID": "c8f97a37-82e8-2db1-3a79-c01afcfdb25c", "grossValue": 37365000, "homeNotional": 11.253657438667567, "foreignNotional": 4204.929101958136}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b681934-32cb-8ba2-3348-66f8bfb9869d", "grossValue": 224190, "homeNotional": 0.0675219446320054, "foreignNotional": 25.22957461174882}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "84591588-4444-79f9-d605-64afa069bebc", "grossValue": 2652915, "homeNotional": 0.7990096781453973, "foreignNotional": 298.5499662390277}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 889, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ac3deac-2259-8631-595c-7a114b4afae6", "grossValue": 33217485, "homeNotional": 10.004501462975467, "foreignNotional": 3738.181971640783}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 950, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "cdd26566-7702-b851-1689-3b3e8ddb4ce4", "grossValue": 35496750, "homeNotional": 10.690974566734189, "foreignNotional": 3994.6826468602294}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b64f4686-2de9-7ef3-f441-6c0a4b94a78f", "grossValue": 280237500, "homeNotional": 84.40243079000675, "foreignNotional": 31536.968264686024}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "8deb60e1-ca52-68c1-d25b-ca525d34f401", "grossValue": 280237500, "homeNotional": 84.40243079000675, "foreignNotional": 31536.968264686024}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "48e4c83b-e114-2206-034b-abc5ac489846", "grossValue": 74730000, "homeNotional": 22.507314877335133, "foreignNotional": 8409.858203916272}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.6, "tickDirection": "MinusTick", "trdMatchID": "5ad2d9e3-156c-d3ab-56be-12aa8f1c4f42", "grossValue": 1083440, "homeNotional": 0.32635606572135945, "foreignNotional": 121.92662615349988}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f73a5702-08ff-170b-b1f2-c17d5b836a2a", "grossValue": 1494400, "homeNotional": 0.45014629754670266, "foreignNotional": 168.17465676344813}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "18316a4c-940b-670f-bc23-5a6cee959a19", "grossValue": 37360000, "homeNotional": 11.253657438667567, "foreignNotional": 4204.366419086203}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "30f8495d-2dd8-6261-3a20-d1458029a869", "grossValue": 7472000, "homeNotional": 2.2507314877335136, "foreignNotional": 840.8732838172406}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "da004afd-86eb-f3be-1b3e-8c90200b2375", "grossValue": 74720, "homeNotional": 0.022507314877335136, "foreignNotional": 8.408732838172407}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f4be50c-be91-015c-fd93-af531795adf6", "grossValue": 3736000, "homeNotional": 1.1253657438667568, "foreignNotional": 420.4366419086203}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d50929ac-8379-f737-a3cd-6d454ff647e9", "grossValue": 5006240, "homeNotional": 1.507990096781454, "foreignNotional": 563.3851001575512}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2acb48c5-c63c-1fee-ad59-008ac1645320", "grossValue": 37360, "homeNotional": 0.011253657438667568, "foreignNotional": 4.204366419086203}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f15ae43f-fc6c-c086-ba0f-ca680fe4dde6", "grossValue": 2652560, "homeNotional": 0.7990096781453973, "foreignNotional": 298.51001575512043}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 475, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "0163c13b-f374-6494-2119-b93e6f00961d", "grossValue": 17746000, "homeNotional": 5.3454872833670946, "foreignNotional": 1997.0740490659464}, {"timestamp": "2020-08-12T02:59:12.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 6953, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "9783e8a5-4e69-d89c-8460-2e322c5e58cd", "grossValue": 259764080, "homeNotional": 78.24668017105559, "foreignNotional": 29232.95971190637}]} 2020-08-12 05:59:12 DEBUG: message ignored 2020-08-12 05:59:13 DEBUG: check clearing time needed clearing_process_timer=3433.073484 2020-08-12 05:59:13 DEBUG: check init order needed init_order_process_timer=3533.073812 2020-08-12 05:59:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:13.691Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "11179def-adf3-771f-657a-fa5e7d204aa6", "grossValue": 3736000, "homeNotional": 1.1253657438667568, "foreignNotional": 420.4366419086203}]} 2020-08-12 05:59:13 DEBUG: message ignored 2020-08-12 05:59:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:14.031Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 373.65, "tickDirection": "PlusTick", "trdMatchID": "2ae9f317-4169-9eef-5aea-503508f5fb64", "grossValue": 2727645, "homeNotional": 0.8215169930227324, "foreignNotional": 306.95982444294395}, {"timestamp": "2020-08-12T02:59:14.031Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd0206b9-5d96-6c7c-d96b-ab301c33536c", "grossValue": 1644060, "homeNotional": 0.49516092730137296, "foreignNotional": 185.016880486158}]} 2020-08-12 05:59:14 DEBUG: message ignored 2020-08-12 05:59:14 DEBUG: check clearing time needed clearing_process_timer=3434.075029 2020-08-12 05:59:14 DEBUG: check init order needed init_order_process_timer=3534.075278 2020-08-12 05:59:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:14.498Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 373.7, "tickDirection": "PlusTick", "trdMatchID": "e669b8b3-970f-8ea5-4646-9f2c281e9b1a", "grossValue": 224220, "homeNotional": 0.0675219446320054, "foreignNotional": 25.232950708980418}]} 2020-08-12 05:59:14 DEBUG: message ignored 2020-08-12 05:59:15 DEBUG: check clearing time needed clearing_process_timer=3435.076477 2020-08-12 05:59:15 DEBUG: check init order needed init_order_process_timer=3535.076745 2020-08-12 05:59:16 DEBUG: check clearing time needed clearing_process_timer=3436.077915 2020-08-12 05:59:16 DEBUG: check init order needed init_order_process_timer=3536.078175 2020-08-12 05:59:17 DEBUG: check clearing time needed clearing_process_timer=3437.079348 2020-08-12 05:59:17 DEBUG: check init order needed init_order_process_timer=3537.07961 2020-08-12 05:59:18 DEBUG: check clearing time needed clearing_process_timer=3438.080804 2020-08-12 05:59:18 DEBUG: check init order needed init_order_process_timer=3538.081121 2020-08-12 05:59:19 DEBUG: check clearing time needed clearing_process_timer=3439.082292 2020-08-12 05:59:19 DEBUG: check init order needed init_order_process_timer=3539.082547 2020-08-12 05:59:20 DEBUG: check clearing time needed clearing_process_timer=3440.083729 2020-08-12 05:59:20 DEBUG: check init order needed init_order_process_timer=3540.083991 2020-08-12 05:59:21 DEBUG: check clearing time needed clearing_process_timer=3441.085167 2020-08-12 05:59:21 DEBUG: check init order needed init_order_process_timer=3541.085431 2020-08-12 05:59:22 DEBUG: check clearing time needed clearing_process_timer=3442.086636 2020-08-12 05:59:22 DEBUG: check init order needed init_order_process_timer=3542.086896 2020-08-12 05:59:23 DEBUG: check clearing time needed clearing_process_timer=3443.088059 2020-08-12 05:59:23 DEBUG: check init order needed init_order_process_timer=3543.088322 2020-08-12 05:59:24 DEBUG: check clearing time needed clearing_process_timer=3444.089103 2020-08-12 05:59:24 DEBUG: check init order needed init_order_process_timer=3544.089368 2020-08-12 05:59:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:24.705Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "82debf1d-e450-c4a3-5ddc-2b7c4761047a", "grossValue": 149480, "homeNotional": 0.04501462975467027, "foreignNotional": 16.82196713932028}]} 2020-08-12 05:59:24 DEBUG: message ignored 2020-08-12 05:59:25 DEBUG: check clearing time needed clearing_process_timer=3445.090564 2020-08-12 05:59:25 DEBUG: check init order needed init_order_process_timer=3545.090911 2020-08-12 05:59:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:25.276Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "a424c6ce-025b-b035-b006-d479ff4f3d56", "grossValue": 149500, "homeNotional": 0.04501462975467027, "foreignNotional": 16.824217870808013}]} 2020-08-12 05:59:25 DEBUG: message ignored 2020-08-12 05:59:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:25.280Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d6994bb6-13a5-af26-30f2-9cb456fccee9", "grossValue": 112125, "homeNotional": 0.0337609723160027, "foreignNotional": 12.61816340310601}]} 2020-08-12 05:59:25 DEBUG: message ignored 2020-08-12 05:59:26 DEBUG: check clearing time needed clearing_process_timer=3446.092134 2020-08-12 05:59:26 DEBUG: check init order needed init_order_process_timer=3546.092425 2020-08-12 05:59:27 DEBUG: check clearing time needed clearing_process_timer=3447.093622 2020-08-12 05:59:27 DEBUG: check init order needed init_order_process_timer=3547.093893 2020-08-12 05:59:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 396, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "1f6f42bb-0d65-a91b-9540-f3d1510845dc", "grossValue": 14798520, "homeNotional": 4.4564483457123565, "foreignNotional": 1665.3747467927076}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "0dd1bb9e-58e4-f4c6-eaa4-9e33d7c3097c", "grossValue": 74740000, "homeNotional": 22.507314877335133, "foreignNotional": 8410.98356966014}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b2acf0c-3a1e-dff6-cb59-b0b8bd99724b", "grossValue": 74740000, "homeNotional": 22.507314877335133, "foreignNotional": 8410.98356966014}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9d1f179-094a-68be-6ad2-71dd75d1c1ce", "grossValue": 298960, "homeNotional": 0.09002925950934054, "foreignNotional": 33.64393427864056}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5aac13da-a7b1-6c96-865d-50edab0eaaaa", "grossValue": 1270580, "homeNotional": 0.38262435291469726, "foreignNotional": 142.98672068422238}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "20719825-071e-9e4b-426b-03f9df98e2fc", "grossValue": 18685000, "homeNotional": 5.626828719333783, "foreignNotional": 2102.745892415035}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "25dd2965-8c63-781c-7da0-496667700014", "grossValue": 37370000, "homeNotional": 11.253657438667567, "foreignNotional": 4205.49178483007}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "4476b36d-1fac-b3b9-2b64-4c18b63eed1f", "grossValue": 149480, "homeNotional": 0.04501462975467027, "foreignNotional": 16.82196713932028}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 152, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "6378ea75-29c2-fc0e-e003-e02754ab5463", "grossValue": 5680240, "homeNotional": 1.7105559306774702, "foreignNotional": 639.2347512941706}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 20000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5083f213-0e18-4a86-717c-9abfebcfea81", "grossValue": 747400000, "homeNotional": 225.07314877335133, "foreignNotional": 84109.8356966014}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d5d0f55-2b68-709c-2669-eb597c5ca269", "grossValue": 18685000, "homeNotional": 5.626828719333783, "foreignNotional": 2102.745892415035}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1eb2ba6-b6c1-3993-978d-1dd064bef1fe", "grossValue": 37370000, "homeNotional": 11.253657438667567, "foreignNotional": 4205.49178483007}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.65, "tickDirection": "MinusTick", "trdMatchID": "23fe3e96-3a31-3e0f-ed83-2f759515e088", "grossValue": 74730000, "homeNotional": 22.507314877335133, "foreignNotional": 8409.858203916272}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "cca0fa65-ad0d-c0c0-3ac0-4648e1f17171", "grossValue": 3474945, "homeNotional": 1.0465901417960837, "foreignNotional": 391.0584064821067}, {"timestamp": "2020-08-12T02:59:27.526Z", "symbol": "ETHUSD", "side": "Sell", "size": 313, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b511e40-dffc-4c6c-f615-574f5466c6b7", "grossValue": 11695245, "homeNotional": 3.5223947783029486, "foreignNotional": 1316.1428089128967}]} 2020-08-12 05:59:27 DEBUG: message ignored 2020-08-12 05:59:28 DEBUG: check clearing time needed clearing_process_timer=3448.095089 2020-08-12 05:59:28 DEBUG: check init order needed init_order_process_timer=3548.095402 2020-08-12 05:59:29 DEBUG: check clearing time needed clearing_process_timer=3449.096612 2020-08-12 05:59:29 DEBUG: check init order needed init_order_process_timer=3549.096913 2020-08-12 05:59:30 DEBUG: check clearing time needed clearing_process_timer=3450.098809 2020-08-12 05:59:30 DEBUG: check init order needed init_order_process_timer=3550.099081 2020-08-12 05:59:31 DEBUG: check clearing time needed clearing_process_timer=3451.100281 2020-08-12 05:59:31 DEBUG: check init order needed init_order_process_timer=3551.100543 2020-08-12 05:59:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:32.076Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "b7c20aca-63f0-c1de-6a66-215f263f3112", "grossValue": 186875000, "homeNotional": 56.21135469364812, "foreignNotional": 21008.993816750983}]} 2020-08-12 05:59:32 DEBUG: message ignored 2020-08-12 05:59:32 DEBUG: check clearing time needed clearing_process_timer=3452.101701 2020-08-12 05:59:32 DEBUG: check init order needed init_order_process_timer=3552.10189 2020-08-12 05:59:33 DEBUG: check clearing time needed clearing_process_timer=3453.103076 2020-08-12 05:59:33 DEBUG: check init order needed init_order_process_timer=3553.103341 2020-08-12 05:59:34 DEBUG: check clearing time needed clearing_process_timer=3454.10451 2020-08-12 05:59:34 DEBUG: check init order needed init_order_process_timer=3554.104851 2020-08-12 05:59:35 DEBUG: check clearing time needed clearing_process_timer=3455.106045 2020-08-12 05:59:35 DEBUG: check init order needed init_order_process_timer=3555.106315 2020-08-12 05:59:36 DEBUG: check clearing time needed clearing_process_timer=3456.107498 2020-08-12 05:59:36 DEBUG: check init order needed init_order_process_timer=3556.107758 2020-08-12 05:59:37 DEBUG: check clearing time needed clearing_process_timer=3457.10893 2020-08-12 05:59:37 DEBUG: check init order needed init_order_process_timer=3557.109501 2020-08-12 05:59:38 DEBUG: check clearing time needed clearing_process_timer=3458.110747 2020-08-12 05:59:38 DEBUG: check init order needed init_order_process_timer=3558.111047 2020-08-12 05:59:39 DEBUG: check clearing time needed clearing_process_timer=3459.112276 2020-08-12 05:59:39 DEBUG: check init order needed init_order_process_timer=3559.112627 2020-08-12 05:59:40 DEBUG: check clearing time needed clearing_process_timer=3460.113896 2020-08-12 05:59:40 DEBUG: check init order needed init_order_process_timer=3560.114143 2020-08-12 05:59:41 DEBUG: check clearing time needed clearing_process_timer=3461.115331 2020-08-12 05:59:41 DEBUG: check init order needed init_order_process_timer=3561.115625 2020-08-12 05:59:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:41.496Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4910e76-f28e-eda9-a0ff-cd4442c9f0e7", "grossValue": 29900000, "homeNotional": 8.993816750983699, "foreignNotional": 3361.4390106801575}]} 2020-08-12 05:59:41 DEBUG: message ignored 2020-08-12 05:59:42 DEBUG: check clearing time needed clearing_process_timer=3462.116834 2020-08-12 05:59:42 DEBUG: check init order needed init_order_process_timer=3562.117176 2020-08-12 05:59:43 DEBUG: check clearing time needed clearing_process_timer=3463.118343 2020-08-12 05:59:43 DEBUG: check init order needed init_order_process_timer=3563.118604 2020-08-12 05:59:44 DEBUG: check clearing time needed clearing_process_timer=3464.119783 2020-08-12 05:59:44 DEBUG: check init order needed init_order_process_timer=3564.12002 2020-08-12 05:59:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:44.344Z", "symbol": "ETHUSD", "side": "Buy", "size": 190, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "4af49f36-5acc-ec40-38bb-9c7fa0099b3b", "grossValue": 7101250, "homeNotional": 2.1360314783586283, "foreignNotional": 798.3417650365374}]} 2020-08-12 05:59:44 DEBUG: message ignored 2020-08-12 05:59:45 DEBUG: check clearing time needed clearing_process_timer=3465.121197 2020-08-12 05:59:45 DEBUG: check init order needed init_order_process_timer=3565.121469 2020-08-12 05:59:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "8e888c65-a6a0-f593-61bd-c5b86fe043ec", "grossValue": 37370000, "homeNotional": 11.242270938729623, "foreignNotional": 4201.236649803261}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3b0b5ff-9467-8336-c806-fa9bf3ea4ab8", "grossValue": 37370000, "homeNotional": 11.242270938729623, "foreignNotional": 4201.236649803261}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ccdf568e-47f8-3b29-a73d-7e696132f03b", "grossValue": 56055000, "homeNotional": 16.863406408094434, "foreignNotional": 6301.85497470489}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f55f2d0-86eb-11f5-4955-d68980dd0473", "grossValue": 56055000, "homeNotional": 16.863406408094434, "foreignNotional": 6301.85497470489}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c4f65ba-9696-4e84-b028-238d5c00fddd", "grossValue": 2653270, "homeNotional": 0.7982012366498032, "foreignNotional": 298.2878021360315}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed4f62ac-29c8-6b51-c3d8-21f6e94576b1", "grossValue": 18685000, "homeNotional": 5.621135469364812, "foreignNotional": 2100.6183249016303}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "59ca3db4-03a5-20a1-839a-cc7b424890e1", "grossValue": 18685000, "homeNotional": 5.621135469364812, "foreignNotional": 2100.6183249016303}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "10cbe5c9-d8e8-2a1e-450b-1e7184a35256", "grossValue": 37370000, "homeNotional": 11.242270938729623, "foreignNotional": 4201.236649803261}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "583471c7-6998-0a8e-3065-9b52dce8b361", "grossValue": 1831130, "homeNotional": 0.5508712759977515, "foreignNotional": 205.86059584035976}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.65, "tickDirection": "MinusTick", "trdMatchID": "8a0804f1-15a7-c051-e8f6-b50f63c65b6f", "grossValue": 112095, "homeNotional": 0.03372681281618887, "foreignNotional": 12.602023608768972}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "c0542fe5-7d32-17af-570c-b7410eb3d446", "grossValue": 18682500, "homeNotional": 5.621135469364812, "foreignNotional": 2100.3372681281617}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3cb0672-1d30-6a4c-072f-cc3767a9c7cd", "grossValue": 37365000, "homeNotional": 11.242270938729623, "foreignNotional": 4200.674536256323}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1a271876-a782-ec63-ed88-6afef2bbd731", "grossValue": 2652915, "homeNotional": 0.7982012366498032, "foreignNotional": 298.247892074199}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 130, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b0db3f0-0f78-8885-52a2-8fcc9946faa1", "grossValue": 4857450, "homeNotional": 1.461495222034851, "foreignNotional": 546.0876897133221}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "6512ee82-f470-fdee-4d09-a09f161570ff", "grossValue": 74730000, "homeNotional": 22.484541877459247, "foreignNotional": 8401.349072512647}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 115, "price": 373.6, "tickDirection": "MinusTick", "trdMatchID": "6e9dfb1e-2a4c-0b75-5d74-fd42fbdfcb0b", "grossValue": 4296400, "homeNotional": 1.2928611579539067, "foreignNotional": 483.0129286115795}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "65c00d2c-14fb-fc67-1723-357f26866537", "grossValue": 280200000, "homeNotional": 84.31703204047217, "foreignNotional": 31500.843170320404}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "83592fd0-c8ef-86f2-15b7-654e6b363c80", "grossValue": 74720000, "homeNotional": 22.484541877459247, "foreignNotional": 8400.224845418774}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b975d584-c26e-b393-f5c8-598ffbe8d22e", "grossValue": 3474480, "homeNotional": 1.045531197301855, "foreignNotional": 390.610455311973}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "a1a7ffa4-4da8-0037-1ad4-13ec5992d1a2", "grossValue": 1083295, "homeNotional": 0.3260258572231591, "foreignNotional": 121.78695896571108}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "114ce4dc-8293-5c35-84b9-571fc339c9e8", "grossValue": 373550, "homeNotional": 0.11242270938729623, "foreignNotional": 41.99550309162451}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4911e9c-1dff-9e6b-21cf-df5b61062c5b", "grossValue": 112065, "homeNotional": 0.03372681281618887, "foreignNotional": 12.598650927487352}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "34bddf58-005a-e516-f753-0f66e8df1159", "grossValue": 261485, "homeNotional": 0.07869589657110736, "foreignNotional": 29.396852164137155}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f7f8b51-2f34-41d4-b94b-a8cc254ea3e8", "grossValue": 74710000, "homeNotional": 22.484541877459247, "foreignNotional": 8399.100618324901}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c9e4d8e-36ba-d030-5e20-965585040f96", "grossValue": 3735500, "homeNotional": 1.1242270938729624, "foreignNotional": 419.9550309162451}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "74d06e2c-7ddd-c46d-509e-745ed5957f3b", "grossValue": 37355, "homeNotional": 0.011242270938729624, "foreignNotional": 4.199550309162451}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b3c5f0c-97ee-87a4-ade9-597297955053", "grossValue": 37355, "homeNotional": 0.011242270938729624, "foreignNotional": 4.199550309162451}, {"timestamp": "2020-08-12T02:59:45.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 7317, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e49516c-76ca-382c-069d-12e07bed5320", "grossValue": 273326535, "homeNotional": 82.25969645868466, "foreignNotional": 30728.109612141652}]} 2020-08-12 05:59:46 DEBUG: message ignored 2020-08-12 05:59:46 DEBUG: check clearing time needed clearing_process_timer=3466.122644 2020-08-12 05:59:46 DEBUG: check init order needed init_order_process_timer=3566.122857 2020-08-12 05:59:47 DEBUG: check clearing time needed clearing_process_timer=3467.124024 2020-08-12 05:59:47 DEBUG: check init order needed init_order_process_timer=3567.124268 2020-08-12 05:59:48 DEBUG: check clearing time needed clearing_process_timer=3468.125456 2020-08-12 05:59:48 DEBUG: check init order needed init_order_process_timer=3568.125728 2020-08-12 05:59:49 DEBUG: check clearing time needed clearing_process_timer=3469.126888 2020-08-12 05:59:49 DEBUG: check init order needed init_order_process_timer=3569.127149 2020-08-12 05:59:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:49.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "23a412e6-bdea-88d7-2436-9068b903a55c", "grossValue": 37360, "homeNotional": 0.011242270938729624, "foreignNotional": 4.200112422709387}]} 2020-08-12 05:59:50 DEBUG: message ignored 2020-08-12 05:59:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:50.065Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad4337d8-9c7f-2520-569b-2579ec314f92", "grossValue": 37360, "homeNotional": 0.011242270938729624, "foreignNotional": 4.200112422709387}]} 2020-08-12 05:59:50 DEBUG: message ignored 2020-08-12 05:59:50 DEBUG: check clearing time needed clearing_process_timer=3470.12831 2020-08-12 05:59:50 DEBUG: check init order needed init_order_process_timer=3570.128577 2020-08-12 05:59:51 DEBUG: check clearing time needed clearing_process_timer=3471.129814 2020-08-12 05:59:51 DEBUG: check init order needed init_order_process_timer=3571.130193 2020-08-12 05:59:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:51.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 240, "price": 373.65, "tickDirection": "PlusTick", "trdMatchID": "4ec827ad-1129-1e07-54b2-fb2c87bdf7a6", "grossValue": 8967600, "homeNotional": 2.69814502529511, "foreignNotional": 1008.1618887015177}, {"timestamp": "2020-08-12T02:59:51.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 186, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a55ae84-2e4d-8da9-c4c9-ad2572ba9a23", "grossValue": 6949890, "homeNotional": 2.09106239460371, "foreignNotional": 781.3254637436762}, {"timestamp": "2020-08-12T02:59:51.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 747, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0aa76b4f-5522-f8d6-7126-84d8bef26787", "grossValue": 27911655, "homeNotional": 8.397976391231028, "foreignNotional": 3137.9038785834737}, {"timestamp": "2020-08-12T02:59:51.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "eed962f3-0b71-933f-4b91-964c7c0863ed", "grossValue": 523110, "homeNotional": 0.15739179314221471, "foreignNotional": 58.80944350758853}]} 2020-08-12 05:59:51 DEBUG: message ignored 2020-08-12 05:59:52 DEBUG: check clearing time needed clearing_process_timer=3472.131448 2020-08-12 05:59:52 DEBUG: check init order needed init_order_process_timer=3572.131751 2020-08-12 05:59:53 DEBUG: check clearing time needed clearing_process_timer=3473.132957 2020-08-12 05:59:53 DEBUG: check init order needed init_order_process_timer=3573.133245 2020-08-12 05:59:54 DEBUG: check clearing time needed clearing_process_timer=3474.134435 2020-08-12 05:59:54 DEBUG: check init order needed init_order_process_timer=3574.134698 2020-08-12 05:59:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:54.834Z", "symbol": "ETHUSD", "side": "Sell", "size": 813, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0faaa4bc-c159-6f2b-0501-f1aa37c859c5", "grossValue": 30377745, "homeNotional": 9.139966273187184, "foreignNotional": 3415.148397976391}, {"timestamp": "2020-08-12T02:59:54.834Z", "symbol": "ETHUSD", "side": "Sell", "size": 587, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "779bee61-2d56-f179-c366-17cb9b863881", "grossValue": 21933255, "homeNotional": 6.599213041034289, "foreignNotional": 2465.795952782462}]} 2020-08-12 05:59:54 DEBUG: message ignored 2020-08-12 05:59:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:54.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.7, "tickDirection": "PlusTick", "trdMatchID": "fe0d732c-efd5-7d61-8738-5865f2ce1648", "grossValue": 1121100, "homeNotional": 0.3372681281618887, "foreignNotional": 126.0370994940978}, {"timestamp": "2020-08-12T02:59:54.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "26e7312a-b6d8-c306-5cbc-c88d4540d8aa", "grossValue": 261590, "homeNotional": 0.07869589657110736, "foreignNotional": 29.408656548622822}, {"timestamp": "2020-08-12T02:59:54.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c2792e2-6721-416e-fba4-78489c396a77", "grossValue": 37370, "homeNotional": 0.011242270938729624, "foreignNotional": 4.20123664980326}]} 2020-08-12 05:59:54 DEBUG: message ignored 2020-08-12 05:59:55 DEBUG: check clearing time needed clearing_process_timer=3475.135899 2020-08-12 05:59:55 DEBUG: check init order needed init_order_process_timer=3575.136213 2020-08-12 05:59:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:55.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "153b6849-506b-33fc-3a79-534a99db4fba", "grossValue": 373750, "homeNotional": 0.11242270938729623, "foreignNotional": 42.01798763350197}, {"timestamp": "2020-08-12T02:59:55.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b975404-c0d6-8d6f-80c5-4613fbf2a386", "grossValue": 1121250, "homeNotional": 0.3372681281618887, "foreignNotional": 126.05396290050591}, {"timestamp": "2020-08-12T02:59:55.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "aec6baf3-1ced-3ce3-51f7-187d6fb0074f", "grossValue": 29900000, "homeNotional": 8.993816750983699, "foreignNotional": 3361.4390106801575}, {"timestamp": "2020-08-12T02:59:55.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "9dc070a0-854f-84fa-776c-a45a078595fa", "grossValue": 112125, "homeNotional": 0.03372681281618887, "foreignNotional": 12.60539629005059}]} 2020-08-12 05:59:55 DEBUG: message ignored 2020-08-12 05:59:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:55.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 1156, "price": 373.8, "tickDirection": "PlusTick", "trdMatchID": "fa3d06c2-74fe-ed37-454d-a8ad734974d9", "grossValue": 43211280, "homeNotional": 12.996065205171444, "foreignNotional": 4857.929173693086}, {"timestamp": "2020-08-12T02:59:55.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 373.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "297b89d2-fcc6-dbe4-9338-968497169f42", "grossValue": 29904000, "homeNotional": 8.993816750983699, "foreignNotional": 3361.8887015177065}]} 2020-08-12 05:59:55 DEBUG: message ignored 2020-08-12 05:59:56 DEBUG: check clearing time needed clearing_process_timer=3476.13744 2020-08-12 05:59:56 DEBUG: check init order needed init_order_process_timer=3576.13778 2020-08-12 05:59:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:56.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.85, "tickDirection": "PlusTick", "trdMatchID": "c7dd3e4f-65c5-426a-798a-c5e10792bda5", "grossValue": 1121550, "homeNotional": 0.3372681281618887, "foreignNotional": 126.08768971332209}]} 2020-08-12 05:59:56 DEBUG: message ignored 2020-08-12 05:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:56.988Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "bb063de1-0149-f721-2918-5e5dddd6b73e", "grossValue": 1121700, "homeNotional": 0.3372681281618887, "foreignNotional": 126.10455311973018}, {"timestamp": "2020-08-12T02:59:56.988Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b299badd-a3ee-aab4-264f-cd366b61ff2f", "grossValue": 224340, "homeNotional": 0.06745362563237774, "foreignNotional": 25.220910623946036}]} 2020-08-12 05:59:57 DEBUG: message ignored 2020-08-12 05:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:57.036Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "84a15f38-dfa4-8904-0cac-fe0b0839bdcd", "grossValue": 37395, "homeNotional": 0.011242270938729624, "foreignNotional": 4.204047217537942}]} 2020-08-12 05:59:57 DEBUG: message ignored 2020-08-12 05:59:57 DEBUG: check clearing time needed clearing_process_timer=3477.139011 2020-08-12 05:59:57 DEBUG: check init order needed init_order_process_timer=3577.139295 2020-08-12 05:59:58 DEBUG: check clearing time needed clearing_process_timer=3478.140545 2020-08-12 05:59:58 DEBUG: check init order needed init_order_process_timer=3578.14084 2020-08-12 05:59:59 DEBUG: check clearing time needed clearing_process_timer=3479.141082 2020-08-12 05:59:59 DEBUG: check init order needed init_order_process_timer=3579.141347 2020-08-12 05:59:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T02:59:59.314Z", "symbol": "ETHUSD", "side": "Sell", "size": 1828, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "faeaa70b-44ef-0ae6-c99d-ac0087865088", "grossValue": 68358060, "homeNotional": 20.55087127599775, "foreignNotional": 7684.998313659359}, {"timestamp": "2020-08-12T02:59:59.314Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "861f31e9-d3a2-fd81-989c-502438ac242e", "grossValue": 186975, "homeNotional": 0.056211354693648116, "foreignNotional": 21.020236087689714}]} 2020-08-12 05:59:59 DEBUG: message ignored 2020-08-12 06:00:00 DEBUG: check clearing time needed clearing_process_timer=3480.14256 2020-08-12 06:00:00 DEBUG: check init order needed init_order_process_timer=3580.142891 2020-08-12 06:00:01 DEBUG: check clearing time needed clearing_process_timer=3481.144113 2020-08-12 06:00:01 DEBUG: check init order needed init_order_process_timer=3581.144386 2020-08-12 06:00:02 DEBUG: check clearing time needed clearing_process_timer=3482.147729 2020-08-12 06:00:02 DEBUG: check init order needed init_order_process_timer=3582.153272 2020-08-12 06:00:03 DEBUG: check clearing time needed clearing_process_timer=3483.154587 2020-08-12 06:00:03 DEBUG: check init order needed init_order_process_timer=3583.154864 2020-08-12 06:00:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:03.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "6cde6334-bd2c-b396-27e6-f89c79a2ba36", "grossValue": 673020, "homeNotional": 0.20240638704599123, "foreignNotional": 75.67974811649611}]} 2020-08-12 06:00:03 DEBUG: message ignored 2020-08-12 06:00:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:03.869Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d17950b1-b959-9a17-45c1-30b2345c0023", "grossValue": 261730, "homeNotional": 0.07871359496232992, "foreignNotional": 29.43101315641516}]} 2020-08-12 06:00:03 DEBUG: message ignored 2020-08-12 06:00:04 DEBUG: check clearing time needed clearing_process_timer=3484.1561 2020-08-12 06:00:04 DEBUG: check init order needed init_order_process_timer=3584.156454 2020-08-12 06:00:05 DEBUG: check clearing time needed clearing_process_timer=3485.157742 2020-08-12 06:00:05 DEBUG: check init order needed init_order_process_timer=3585.158224 2020-08-12 06:00:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:05.209Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "37b10b83-358f-5265-3c6f-8ef81552650b", "grossValue": 560850, "homeNotional": 0.16867198920499268, "foreignNotional": 63.066456763746764}]} 2020-08-12 06:00:05 DEBUG: message ignored 2020-08-12 06:00:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:05.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "8a7328bb-d1f3-4f49-0b77-faea6778e429", "grossValue": 673110, "homeNotional": 0.20240638704599123, "foreignNotional": 75.68986843584842}]} 2020-08-12 06:00:05 DEBUG: message ignored 2020-08-12 06:00:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:05.760Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "c9833c8c-0432-d494-72dd-0f9a5c6d1bf4", "grossValue": 261765, "homeNotional": 0.07871359496232992, "foreignNotional": 29.434948836163276}]} 2020-08-12 06:00:05 DEBUG: message ignored 2020-08-12 06:00:06 DEBUG: check clearing time needed clearing_process_timer=3486.159508 2020-08-12 06:00:06 DEBUG: check init order needed init_order_process_timer=3586.159859 2020-08-12 06:00:07 DEBUG: check clearing time needed clearing_process_timer=3487.161108 2020-08-12 06:00:07 DEBUG: check init order needed init_order_process_timer=3587.161378 2020-08-12 06:00:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:07.209Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "37b47db1-1c5c-9675-3fa2-a5fefc060184", "grossValue": 560925, "homeNotional": 0.16867198920499268, "foreignNotional": 63.07489036320702}]} 2020-08-12 06:00:07 DEBUG: message ignored 2020-08-12 06:00:08 DEBUG: check clearing time needed clearing_process_timer=3488.16257 2020-08-12 06:00:08 DEBUG: check init order needed init_order_process_timer=3588.162872 2020-08-12 06:00:09 DEBUG: check clearing time needed clearing_process_timer=3489.164081 2020-08-12 06:00:09 DEBUG: check init order needed init_order_process_timer=3589.164356 2020-08-12 06:00:10 DEBUG: check clearing time needed clearing_process_timer=3490.165574 2020-08-12 06:00:10 DEBUG: check init order needed init_order_process_timer=3590.165877 2020-08-12 06:00:11 DEBUG: check clearing time needed clearing_process_timer=3491.167061 2020-08-12 06:00:11 DEBUG: check init order needed init_order_process_timer=3591.16733 2020-08-12 06:00:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:11.774Z", "symbol": "ETHUSD", "side": "Sell", "size": 270, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "69dacd9e-943a-b489-3d02-68142771562c", "grossValue": 10095300, "homeNotional": 3.0360958056898686, "foreignNotional": 1135.1962217474418}]} 2020-08-12 06:00:11 DEBUG: message ignored 2020-08-12 06:00:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:11.784Z", "symbol": "ETHUSD", "side": "Sell", "size": 301, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b8c5a04-4fc9-0f6f-3ca9-9bff0a823845", "grossValue": 11254390, "homeNotional": 3.384684583380187, "foreignNotional": 1265.5335657258518}]} 2020-08-12 06:00:11 DEBUG: message ignored 2020-08-12 06:00:12 DEBUG: check clearing time needed clearing_process_timer=3492.168476 2020-08-12 06:00:12 DEBUG: check init order needed init_order_process_timer=3592.168779 2020-08-12 06:00:13 DEBUG: check clearing time needed clearing_process_timer=3493.169979 2020-08-12 06:00:13 DEBUG: check init order needed init_order_process_timer=3593.170278 2020-08-12 06:00:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:13.523Z", "symbol": "ETHUSD", "side": "Buy", "size": 54, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "0d16acf0-e2ab-8391-ae88-7ee69579c3bb", "grossValue": 2019330, "homeNotional": 0.6072191611379737, "foreignNotional": 227.06960530754526}, {"timestamp": "2020-08-12T03:00:13.523Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ae20035-84e5-eb26-590f-4944da60e527", "grossValue": 37395000, "homeNotional": 11.244799280332845, "foreignNotional": 4204.992690880468}, {"timestamp": "2020-08-12T03:00:13.523Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "57e47253-c93f-4370-8723-8deab51528c3", "grossValue": 112185, "homeNotional": 0.03373439784099854, "foreignNotional": 12.614978072641403}, {"timestamp": "2020-08-12T03:00:13.523Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5250b70f-968b-26d0-efb8-73c8064b955c", "grossValue": 972270, "homeNotional": 0.292364781288654, "foreignNotional": 109.32980996289216}]} 2020-08-12 06:00:13 DEBUG: message ignored 2020-08-12 06:00:14 DEBUG: check clearing time needed clearing_process_timer=3494.171483 2020-08-12 06:00:14 DEBUG: check init order needed init_order_process_timer=3594.171781 2020-08-12 06:00:15 DEBUG: check clearing time needed clearing_process_timer=3495.173001 2020-08-12 06:00:15 DEBUG: check init order needed init_order_process_timer=3595.173553 2020-08-12 06:00:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:15.872Z", "symbol": "ETHUSD", "side": "Sell", "size": 917, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1620de26-b132-5afa-2046-d664ecb7ff48", "grossValue": 34291215, "homeNotional": 10.31148094006522, "foreignNotional": 3855.978297537389}, {"timestamp": "2020-08-12T03:00:15.872Z", "symbol": "ETHUSD", "side": "Sell", "size": 534, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "02157999-244f-ce2b-0599-112e4c45af8d", "grossValue": 19968930, "homeNotional": 6.00472281569774, "foreignNotional": 2245.46609693017}, {"timestamp": "2020-08-12T03:00:15.872Z", "symbol": "ETHUSD", "side": "Sell", "size": 379, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "c799c3a6-388b-e765-bcfb-d119fc383560", "grossValue": 14172705, "homeNotional": 4.261778927246149, "foreignNotional": 1593.6922298436973}]} 2020-08-12 06:00:15 DEBUG: message ignored 2020-08-12 06:00:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:15.897Z", "symbol": "ETHUSD", "side": "Sell", "size": 147, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "8745eaf3-25d1-5318-a88c-a333f11d94eb", "grossValue": 5497065, "homeNotional": 1.6529854942089284, "foreignNotional": 618.1339255594288}]} 2020-08-12 06:00:15 DEBUG: message ignored 2020-08-12 06:00:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:15.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 367, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ab7395a-9391-c02a-3ae2-a5bb1bb6cade", "grossValue": 13723965, "homeNotional": 4.126841335882155, "foreignNotional": 1543.2323175531317}]} 2020-08-12 06:00:15 DEBUG: message ignored 2020-08-12 06:00:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:15.937Z", "symbol": "ETHUSD", "side": "Sell", "size": 151, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea09a30a-201b-f634-b93c-e61e4397362a", "grossValue": 5646645, "homeNotional": 1.6979646913302597, "foreignNotional": 634.9538963229506}]} 2020-08-12 06:00:15 DEBUG: message ignored 2020-08-12 06:00:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:15.948Z", "symbol": "ETHUSD", "side": "Sell", "size": 95, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4ec1139-4b61-2c05-732a-3dffa9d0ef02", "grossValue": 3552525, "homeNotional": 1.0682559316316205, "foreignNotional": 399.47430563364446}]} 2020-08-12 06:00:15 DEBUG: message ignored 2020-08-12 06:00:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:15.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 280, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "57a40c56-b553-6f11-b3d3-11c7ed30ce3f", "grossValue": 10470600, "homeNotional": 3.148543798493197, "foreignNotional": 1177.397953446531}]} 2020-08-12 06:00:15 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.061Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6b32f6c-027d-b709-00ce-16295582813f", "grossValue": 1196640, "homeNotional": 0.35983357697065105, "foreignNotional": 134.55976610817495}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.144Z", "symbol": "ETHUSD", "side": "Sell", "size": 73, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "80be42b7-8a93-1178-720b-593626e83c9e", "grossValue": 2729835, "homeNotional": 0.8208703474642978, "foreignNotional": 306.96446643427413}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.147Z", "symbol": "ETHUSD", "side": "Sell", "size": 112, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb4d92df-52c6-db4f-067b-f16e584ce53d", "grossValue": 4188240, "homeNotional": 1.2594175193972788, "foreignNotional": 470.9591813786124}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 364, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee784167-64f1-a805-76e8-270c2c2b30ef", "grossValue": 13611780, "homeNotional": 4.0931069380411556, "foreignNotional": 1530.6173394804903}, {"timestamp": "2020-08-12T03:00:16.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "99c58a21-aba1-87e8-b57d-4a62f7f28573", "grossValue": 9348750, "homeNotional": 2.8111998200832113, "foreignNotional": 1051.248172720117}, {"timestamp": "2020-08-12T03:00:16.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "b699ff68-9b0f-c1c1-a86c-6343c9e8e7c0", "grossValue": 1495800, "homeNotional": 0.4497919712133138, "foreignNotional": 168.19970763521872}, {"timestamp": "2020-08-12T03:00:16.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 101, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7d2c234-1fbe-6330-8b1d-5ea6a871d937", "grossValue": 3776895, "homeNotional": 1.1357247273136175, "foreignNotional": 424.7042617789272}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: check clearing time needed clearing_process_timer=3496.174736 2020-08-12 06:00:16 DEBUG: check init order needed init_order_process_timer=3596.174861 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 86, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5bf44dc3-cc72-4a8f-ddea-85d397f261e2", "grossValue": 3215970, "homeNotional": 0.9670527381086248, "foreignNotional": 361.62937141572024}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.375Z", "symbol": "ETHUSD", "side": "Sell", "size": 219, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5feb5b8c-6789-25cd-d55a-59434dc63a23", "grossValue": 8189505, "homeNotional": 2.462611042392893, "foreignNotional": 920.8933993028224}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.387Z", "symbol": "ETHUSD", "side": "Sell", "size": 341, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e3119ed-b6f9-12b2-61da-21afe508fcc8", "grossValue": 12751695, "homeNotional": 3.8344765545935005, "foreignNotional": 1433.9025075902396}, {"timestamp": "2020-08-12T03:00:16.387Z", "symbol": "ETHUSD", "side": "Sell", "size": 541, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ba12692-e17f-f6c2-aea8-57a97f6da9d2", "grossValue": 20230695, "homeNotional": 6.083436410660069, "foreignNotional": 2274.901045766333}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.390Z", "symbol": "ETHUSD", "side": "Sell", "size": 151, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "631f2191-7c1c-387f-5fd7-d6ff824f8996", "grossValue": 5646645, "homeNotional": 1.6979646913302597, "foreignNotional": 634.9538963229506}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 74, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebc8cc27-b336-ee53-1f41-1163b6e25161", "grossValue": 2767230, "homeNotional": 0.8321151467446306, "foreignNotional": 311.1694591251546}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 373.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "d990af55-d0bb-19b2-c8b8-964c15a2fd2d", "grossValue": 2842020, "homeNotional": 0.8546047453052963, "foreignNotional": 319.57944450691554}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:16.880Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "11d71728-930a-6075-02bb-fd3a87fffbc3", "grossValue": 1122000, "homeNotional": 0.33734397840998537, "foreignNotional": 126.16664792533453}, {"timestamp": "2020-08-12T03:00:16.880Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "8cf739b3-eee9-ee00-5d72-b8a6506bfee1", "grossValue": 7480000, "homeNotional": 2.2489598560665693, "foreignNotional": 841.1109861688968}, {"timestamp": "2020-08-12T03:00:16.880Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "698839ef-4974-dcad-4772-2e962040f1da", "grossValue": 37400, "homeNotional": 0.011244799280332845, "foreignNotional": 4.205554930844484}, {"timestamp": "2020-08-12T03:00:16.880Z", "symbol": "ETHUSD", "side": "Buy", "size": 2769, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "63e990b1-8c12-914f-da53-a39638d5bda5", "grossValue": 103560600, "homeNotional": 31.13684920724165, "foreignNotional": 11645.181603508378}]} 2020-08-12 06:00:16 DEBUG: message ignored 2020-08-12 06:00:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:17.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "ba998f05-baf6-42ed-5820-3473446f2a06", "grossValue": 1981935, "homeNotional": 0.5959743618576409, "foreignNotional": 222.8646126166648}]} 2020-08-12 06:00:17 DEBUG: message ignored 2020-08-12 06:00:17 DEBUG: check clearing time needed clearing_process_timer=3497.176029 2020-08-12 06:00:17 DEBUG: check init order needed init_order_process_timer=3597.176168 2020-08-12 06:00:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:17.218Z", "symbol": "ETHUSD", "side": "Sell", "size": 156, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f553955b-b871-2f88-8ff0-f07eeb65425d", "grossValue": 5833620, "homeNotional": 1.754188687731924, "foreignNotional": 655.978859777353}]} 2020-08-12 06:00:17 DEBUG: message ignored 2020-08-12 06:00:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:17.760Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "149ecf11-5be5-97f6-dab9-fa1d1eefa476", "grossValue": 3141180, "homeNotional": 0.9445631395479591, "foreignNotional": 353.21938603395927}]} 2020-08-12 06:00:17 DEBUG: message ignored 2020-08-12 06:00:18 DEBUG: check clearing time needed clearing_process_timer=3498.177361 2020-08-12 06:00:18 DEBUG: check init order needed init_order_process_timer=3598.177687 2020-08-12 06:00:19 DEBUG: check clearing time needed clearing_process_timer=3499.178884 2020-08-12 06:00:19 DEBUG: check init order needed init_order_process_timer=3599.179141 2020-08-12 06:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:19.483Z", "symbol": "ETHUSD", "side": "Sell", "size": 265, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "49c87ef6-c68d-e4fb-e2a8-8f1b90b9bf4b", "grossValue": 9909675, "homeNotional": 2.979871809288204, "foreignNotional": 1114.3230630833239}]} 2020-08-12 06:00:19 DEBUG: message ignored 2020-08-12 06:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:19.696Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "c7c34349-a2dd-49ea-65c4-44516f3a0d19", "grossValue": 37400, "homeNotional": 0.011244799280332845, "foreignNotional": 4.205554930844484}]} 2020-08-12 06:00:19 DEBUG: message ignored 2020-08-12 06:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:19.705Z", "symbol": "ETHUSD", "side": "Sell", "size": 561, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "be75e78e-d301-6406-4764-a12fb0c0a41c", "grossValue": 20978595, "homeNotional": 6.308332396266727, "foreignNotional": 2359.0008995839426}]} 2020-08-12 06:00:19 DEBUG: message ignored 2020-08-12 06:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:19.916Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "8c362203-666a-b183-db32-5d95a9e36edd", "grossValue": 1907145, "homeNotional": 0.5734847632969752, "foreignNotional": 214.45462723490385}]} 2020-08-12 06:00:19 DEBUG: message ignored 2020-08-12 06:00:20 DEBUG: check clearing time needed clearing_process_timer=3500.180328 2020-08-12 06:00:20 DEBUG: check init order needed init_order_process_timer=3600.180597 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: init new order start 2020-08-12 06:00:20 DEBUG: Trade_getBucketed({'binSize': '1h', 'partial': False, 'symbol': 'ETHUSD', 'count': 3, 'start': 0, 'reverse': True}) 2020-08-12 06:00:20 DEBUG: Resetting dropped connection: www.bitmex.com 2020-08-12 06:00:20 DEBUG: https://www.bitmex.com:443 "GET /api/v1/trade/bucketed?binSize=1h&partial=false&symbol=ETHUSD&count=3&start=0&reverse=true HTTP/1.1" 200 None 2020-08-12 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 12, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 378.15, 'high': 378.75, 'low': 372.85, 'close': 373.95, 'trades': 5357, 'volume': 4342819, 'vwap': 374.98, 'lastSize': 5, 'turnover': 162845405335, 'homeNotional': 48976.87292507448, 'foreignNotional': 18365302.94571502}, {'timestamp': datetime.datetime(2020, 8, 12, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 376.95, 'high': 380.25, 'low': 376.25, 'close': 378.15, 'trades': 3697, 'volume': 3790582, 'vwap': 378.24, 'lastSize': 95, 'turnover': 143372806960, 'homeNotional': 43053.940951832, 'foreignNotional': 16284534.818356901}, {'timestamp': datetime.datetime(2020, 8, 12, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 378.85, 'high': 380.35, 'low': 376.3, 'close': 376.95, 'trades': 3988, 'volume': 3372444, 'vwap': 378.25, 'lastSize': 11, 'turnover': 127559996645, 'homeNotional': 38344.2710218575, 'foreignNotional': 14503507.1696822}] 2020-08-12 06:00:20 INFO: prepare candles [CandleItem(low=372.85, high=378.75, open=378.15, close=373.95, color='RED'), CandleItem(low=376.25, high=380.25, open=376.95, close=378.15, color='GREEN'), CandleItem(low=376.3, high=380.35, open=378.85, close=376.95, color='RED')] 2020-08-12 06:00:20 INFO: skip by colors first_candle=CandleItem(low=376.3, high=380.35, open=378.85, close=376.95, color='RED') second_candle=CandleItem(low=376.25, high=380.25, open=376.95, close=378.15, color='GREEN') last_candle=CandleItem(low=372.85, high=378.75, open=378.15, close=373.95, color='RED') 2020-08-12 06:00:20 INFO: check need new order None 2020-08-12 06:00:20 INFO: init new order end 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 INFO: 2020-08-12 06:00:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:20.764Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9dadf9e4-cb71-757c-1f41-275df1f2346b", "grossValue": 1159245, "homeNotional": 0.3485887776903182, "foreignNotional": 130.3547734172945}]} 2020-08-12 06:00:20 DEBUG: message ignored 2020-08-12 06:00:21 DEBUG: check clearing time needed clearing_process_timer=3501.337042 2020-08-12 06:00:21 DEBUG: check init order needed init_order_process_timer=1.337846 2020-08-12 06:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:21.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 156, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "6fd6361c-c360-8180-d5c9-d354236b08c3", "grossValue": 5833620, "homeNotional": 1.754188687731924, "foreignNotional": 655.978859777353}]} 2020-08-12 06:00:21 DEBUG: message ignored 2020-08-12 06:00:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:22.278Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1b038de-8c4e-502c-5904-2baa63c7a214", "grossValue": 1421010, "homeNotional": 0.42730237265264814, "foreignNotional": 159.78972225345777}]} 2020-08-12 06:00:22 DEBUG: message ignored 2020-08-12 06:00:22 DEBUG: check clearing time needed clearing_process_timer=3502.339361 2020-08-12 06:00:22 DEBUG: check init order needed init_order_process_timer=2.340214 2020-08-12 06:00:23 DEBUG: check clearing time needed clearing_process_timer=3503.341918 2020-08-12 06:00:23 DEBUG: check init order needed init_order_process_timer=3.342443 2020-08-12 06:00:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:23.445Z", "symbol": "ETHUSD", "side": "Buy", "size": 19615, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "8fe0904d-7665-5bec-8d36-134deeb51fd2", "grossValue": 733601000, "homeNotional": 220.56673788372876, "foreignNotional": 82491.95996851457}]} 2020-08-12 06:00:23 DEBUG: message ignored 2020-08-12 06:00:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:23.515Z", "symbol": "ETHUSD", "side": "Buy", "size": 4396, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "5be4e589-9d72-57d9-c8fd-7862fa1dd25d", "grossValue": 164410400, "homeNotional": 49.43213763634319, "foreignNotional": 18487.619475992353}, {"timestamp": "2020-08-12T03:00:23.515Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4ffaed2-7bf2-4a7e-b3ae-32e389ccbf96", "grossValue": 37400000, "homeNotional": 11.244799280332845, "foreignNotional": 4205.554930844484}]} 2020-08-12 06:00:23 DEBUG: message ignored 2020-08-12 06:00:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:23.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "5d401e15-5593-ac97-3d5a-750187098cbe", "grossValue": 1122150, "homeNotional": 0.33734397840998537, "foreignNotional": 126.18351512425504}]} 2020-08-12 06:00:23 DEBUG: message ignored 2020-08-12 06:00:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:23.903Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.1, "tickDirection": "PlusTick", "trdMatchID": "75792660-472c-b25a-8c61-3f89e9cf00ee", "grossValue": 37410000, "homeNotional": 11.244799280332845, "foreignNotional": 4206.679410772517}]} 2020-08-12 06:00:23 DEBUG: message ignored 2020-08-12 06:00:24 DEBUG: check clearing time needed clearing_process_timer=3504.343818 2020-08-12 06:00:24 DEBUG: check init order needed init_order_process_timer=4.344096 2020-08-12 06:00:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:24.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "c9f20a21-8212-de70-4f97-b13dc5e7441d", "grossValue": 1122450, "homeNotional": 0.33734397840998537, "foreignNotional": 126.21724952209603}, {"timestamp": "2020-08-12T03:00:24.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "1e75b163-080d-1b84-ab62-4f97049becc9", "grossValue": 1122600, "homeNotional": 0.33734397840998537, "foreignNotional": 126.23411672101653}, {"timestamp": "2020-08-12T03:00:24.816Z", "symbol": "ETHUSD", "side": "Buy", "size": 1422, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "59a426e7-63dc-7da0-131e-a9a578d4d95c", "grossValue": 53211240, "homeNotional": 15.990104576633307, "foreignNotional": 5983.4971325761835}]} 2020-08-12 06:00:24 DEBUG: message ignored 2020-08-12 06:00:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:25.019Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "4bfc203a-8473-3c53-8b76-66042a2dca5c", "grossValue": 112275, "homeNotional": 0.03373439784099854, "foreignNotional": 12.625098391993703}]} 2020-08-12 06:00:25 DEBUG: message ignored 2020-08-12 06:00:25 DEBUG: check clearing time needed clearing_process_timer=3505.345295 2020-08-12 06:00:25 DEBUG: check init order needed init_order_process_timer=5.345621 2020-08-12 06:00:26 DEBUG: check clearing time needed clearing_process_timer=3506.346087 2020-08-12 06:00:26 DEBUG: check init order needed init_order_process_timer=6.346352 2020-08-12 06:00:27 DEBUG: check clearing time needed clearing_process_timer=3507.34751 2020-08-12 06:00:27 DEBUG: check init order needed init_order_process_timer=7.347785 2020-08-12 06:00:28 DEBUG: check clearing time needed clearing_process_timer=3508.348952 2020-08-12 06:00:28 DEBUG: check init order needed init_order_process_timer=8.349259 2020-08-12 06:00:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:28.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "d0422312-35e1-ba91-e9f0-856faa3cc1df", "grossValue": 1122900, "homeNotional": 0.33734397840998537, "foreignNotional": 126.26785111885752}, {"timestamp": "2020-08-12T03:00:28.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bb31195-199a-3132-0e2f-307ab3b2003a", "grossValue": 37430, "homeNotional": 0.011244799280332845, "foreignNotional": 4.208928370628584}, {"timestamp": "2020-08-12T03:00:28.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcd6ed0e-d47d-ed8f-4385-a0607f19d0f2", "grossValue": 112290, "homeNotional": 0.03373439784099854, "foreignNotional": 12.626785111885752}, {"timestamp": "2020-08-12T03:00:28.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ad6d1cd-203a-b183-db24-b3076776b522", "grossValue": 374300, "homeNotional": 0.11244799280332846, "foreignNotional": 42.08928370628584}, {"timestamp": "2020-08-12T03:00:28.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f349510-3513-b1b0-ee8c-f311a6235770", "grossValue": 262010, "homeNotional": 0.07871359496232992, "foreignNotional": 29.46249859440009}, {"timestamp": "2020-08-12T03:00:28.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 1949, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "95aecf0d-5a56-4659-13c8-8005a7cfdc73", "grossValue": 72951070, "homeNotional": 21.916113797368716, "foreignNotional": 8203.20139435511}]} 2020-08-12 06:00:28 DEBUG: message ignored 2020-08-12 06:00:29 DEBUG: check clearing time needed clearing_process_timer=3509.350422 2020-08-12 06:00:29 DEBUG: check init order needed init_order_process_timer=9.350695 2020-08-12 06:00:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:29.983Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b5a3537-8c21-6cf5-84dc-7088760a6180", "grossValue": 18715000, "homeNotional": 5.622399640166423, "foreignNotional": 2104.464185314292}]} 2020-08-12 06:00:30 DEBUG: message ignored 2020-08-12 06:00:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:30.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "1303e5eb-0267-bdb1-78bd-96bbca21c9b4", "grossValue": 1123050, "homeNotional": 0.337609723160027, "foreignNotional": 126.38419986495612}, {"timestamp": "2020-08-12T03:00:30.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2aff42a0-6742-0d41-4530-bc58cd05ce49", "grossValue": 1235355, "homeNotional": 0.3713706954760297, "foreignNotional": 139.0226198514517}, {"timestamp": "2020-08-12T03:00:30.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "52eb8c57-37f7-0ed2-d18b-2039361b9ee4", "grossValue": 37435, "homeNotional": 0.011253657438667568, "foreignNotional": 4.212806662165204}, {"timestamp": "2020-08-12T03:00:30.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "476b07c5-a9f7-d540-46b8-82d6e5fde43f", "grossValue": 37435, "homeNotional": 0.011253657438667568, "foreignNotional": 4.212806662165204}]} 2020-08-12 06:00:30 DEBUG: message ignored 2020-08-12 06:00:30 DEBUG: check clearing time needed clearing_process_timer=3510.351886 2020-08-12 06:00:30 DEBUG: check init order needed init_order_process_timer=10.352175 2020-08-12 06:00:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:30.892Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f7d0fba-0e52-fa39-b99a-7fd05906cb14", "grossValue": 37435, "homeNotional": 0.011253657438667568, "foreignNotional": 4.212806662165204}]} 2020-08-12 06:00:30 DEBUG: message ignored 2020-08-12 06:00:31 DEBUG: check clearing time needed clearing_process_timer=3511.353392 2020-08-12 06:00:31 DEBUG: check init order needed init_order_process_timer=11.353685 2020-08-12 06:00:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:31.964Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "03990c55-26e7-cb05-e6c9-3dc05c3b492c", "grossValue": 7488000, "homeNotional": 2.2507314877335136, "foreignNotional": 842.6738690074275}, {"timestamp": "2020-08-12T03:00:31.964Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "34ec62a6-8d18-2d77-f07a-508fbe110a0b", "grossValue": 11232000, "homeNotional": 3.37609723160027, "foreignNotional": 1264.0108035111411}]} 2020-08-12 06:00:31 DEBUG: message ignored 2020-08-12 06:00:32 DEBUG: check clearing time needed clearing_process_timer=3512.354862 2020-08-12 06:00:32 DEBUG: check init order needed init_order_process_timer=12.35513 2020-08-12 06:00:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:32.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee0001a0-a863-29a0-c114-131baf5d2425", "grossValue": 973440, "homeNotional": 0.2925950934053567, "foreignNotional": 109.54760297096557}]} 2020-08-12 06:00:32 DEBUG: message ignored 2020-08-12 06:00:33 DEBUG: check clearing time needed clearing_process_timer=3513.356334 2020-08-12 06:00:33 DEBUG: check init order needed init_order_process_timer=13.356622 2020-08-12 06:00:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:34.182Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "eea1cb47-1cf0-27d4-39dd-7e1cc2f95b07", "grossValue": 1198080, "homeNotional": 0.36011703803736217, "foreignNotional": 134.82781904118838}]} 2020-08-12 06:00:34 DEBUG: message ignored 2020-08-12 06:00:34 DEBUG: check clearing time needed clearing_process_timer=3514.357822 2020-08-12 06:00:34 DEBUG: check init order needed init_order_process_timer=14.358102 2020-08-12 06:00:35 DEBUG: check clearing time needed clearing_process_timer=3515.359307 2020-08-12 06:00:35 DEBUG: check init order needed init_order_process_timer=15.359634 2020-08-12 06:00:36 DEBUG: check clearing time needed clearing_process_timer=3516.360895 2020-08-12 06:00:36 DEBUG: check init order needed init_order_process_timer=16.361202 2020-08-12 06:00:37 DEBUG: check clearing time needed clearing_process_timer=3517.362369 2020-08-12 06:00:37 DEBUG: check init order needed init_order_process_timer=17.362609 2020-08-12 06:00:38 DEBUG: check clearing time needed clearing_process_timer=3518.363811 2020-08-12 06:00:38 DEBUG: check init order needed init_order_process_timer=18.364139 2020-08-12 06:00:39 DEBUG: check clearing time needed clearing_process_timer=3519.365152 2020-08-12 06:00:39 DEBUG: check init order needed init_order_process_timer=19.36546 2020-08-12 06:00:40 DEBUG: check clearing time needed clearing_process_timer=3520.366788 2020-08-12 06:00:40 DEBUG: check init order needed init_order_process_timer=20.367056 2020-08-12 06:00:41 DEBUG: check clearing time needed clearing_process_timer=3521.368231 2020-08-12 06:00:41 DEBUG: check init order needed init_order_process_timer=21.368498 2020-08-12 06:00:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:42.113Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dedbb736-7576-6369-f33e-7808793eab34", "grossValue": 6739200, "homeNotional": 2.025658338960162, "foreignNotional": 758.4064821066846}]} 2020-08-12 06:00:42 DEBUG: message ignored 2020-08-12 06:00:42 DEBUG: check clearing time needed clearing_process_timer=3522.369678 2020-08-12 06:00:42 DEBUG: check init order needed init_order_process_timer=22.369971 2020-08-12 06:00:43 DEBUG: check clearing time needed clearing_process_timer=3523.371155 2020-08-12 06:00:43 DEBUG: check init order needed init_order_process_timer=23.371403 2020-08-12 06:00:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:43.648Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "70c48326-4f0f-4ea7-a498-b794748f6f4d", "grossValue": 1198080, "homeNotional": 0.36011703803736217, "foreignNotional": 134.82781904118838}]} 2020-08-12 06:00:43 DEBUG: message ignored 2020-08-12 06:00:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:44.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a31b0130-4f70-c55d-47ba-e16008bf2e81", "grossValue": 1460160, "homeNotional": 0.43889264010803514, "foreignNotional": 164.32140445644833}]} 2020-08-12 06:00:44 DEBUG: message ignored 2020-08-12 06:00:44 DEBUG: check clearing time needed clearing_process_timer=3524.372604 2020-08-12 06:00:44 DEBUG: check init order needed init_order_process_timer=24.372865 2020-08-12 06:00:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 4389, "price": 374.35, "tickDirection": "MinusTick", "trdMatchID": "a4415351-8d5f-ac70-177c-6c246e2bdbef", "grossValue": 164302215, "homeNotional": 49.39230249831195, "foreignNotional": 18490.00844024308}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "75c85ea5-7dae-db3a-1eec-1cb14c2daf85", "grossValue": 2021490, "homeNotional": 0.6076975016880486, "foreignNotional": 227.491559756921}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a30afa8-9158-30eb-a960-d7d52383da29", "grossValue": 1497400, "homeNotional": 0.45014629754670266, "foreignNotional": 168.51226648660815}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ca70b43-c462-1fc7-40a3-8841209f1bd1", "grossValue": 262045, "homeNotional": 0.07877560207067297, "foreignNotional": 29.489646635156426}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6a60a19-94d2-0f5b-1274-47d7766b7c6f", "grossValue": 112305, "homeNotional": 0.0337609723160027, "foreignNotional": 12.638419986495611}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1f84cf3-d39f-0fc9-42e8-657085ccd85a", "grossValue": 486655, "homeNotional": 0.14629754670267836, "foreignNotional": 54.766486608147645}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a87ff01-4c20-d674-ed04-e64cef603e2c", "grossValue": 112305, "homeNotional": 0.0337609723160027, "foreignNotional": 12.638419986495611}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "0aa6cf30-bfb9-dc8d-4a73-c40a24766afa", "grossValue": 1160485, "homeNotional": 0.3488633805986946, "foreignNotional": 130.59700652712132}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 2901, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "eae28c5b-9205-aed9-f3e7-025c77ef9d57", "grossValue": 108598935, "homeNotional": 32.646860229574614, "foreignNotional": 12221.352126941256}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "e49e4c73-0541-983b-34db-62321bcad0eb", "grossValue": 1385095, "homeNotional": 0.4163853252307, "foreignNotional": 155.87384650011253}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 548, "price": 374.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4c6bbd4-c222-b8f5-2f1f-78c03ca2d4fb", "grossValue": 20514380, "homeNotional": 6.167004276389827, "foreignNotional": 2308.6180508665316}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 548, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "502386f6-8f15-040b-63e0-b54fdb367487", "grossValue": 20511640, "homeNotional": 6.167004276389827, "foreignNotional": 2308.3097006527123}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 1949, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "11448afb-61fa-0218-01d7-b78614bb9a3e", "grossValue": 72951070, "homeNotional": 21.93337834796309, "foreignNotional": 8209.663515642584}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d292899-7229-b874-f82a-ddb5e2487c29", "grossValue": 280725000, "homeNotional": 84.40243079000675, "foreignNotional": 31591.82984469953}, {"timestamp": "2020-08-12T03:00:45.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 11977, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d9e732a-1464-9230-c3e9-d4236c7a5a0d", "grossValue": 448299110, "homeNotional": 134.78505514292144, "foreignNotional": 50450.0461399955}]} 2020-08-12 06:00:45 DEBUG: message ignored 2020-08-12 06:00:45 DEBUG: check clearing time needed clearing_process_timer=3525.374039 2020-08-12 06:00:45 DEBUG: check init order needed init_order_process_timer=25.374314 2020-08-12 06:00:46 DEBUG: check clearing time needed clearing_process_timer=3526.375487 2020-08-12 06:00:46 DEBUG: check init order needed init_order_process_timer=26.375739 2020-08-12 06:00:47 DEBUG: check clearing time needed clearing_process_timer=3527.376911 2020-08-12 06:00:47 DEBUG: check init order needed init_order_process_timer=27.377203 2020-08-12 06:00:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:48.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 374.25, "tickDirection": "MinusTick", "trdMatchID": "45673c47-1a24-0714-7d80-0e4ffa5e0a58", "grossValue": 748500, "homeNotional": 0.22507314877335133, "foreignNotional": 84.23362592842673}, {"timestamp": "2020-08-12T03:00:48.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a2db2e8-3647-abc2-5911-668b5fd5a6fa", "grossValue": 18712500, "homeNotional": 5.626828719333783, "foreignNotional": 2105.8406482106684}, {"timestamp": "2020-08-12T03:00:48.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 246, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "73acb87c-8a90-dc34-7d16-97b4c35cc01f", "grossValue": 9206550, "homeNotional": 2.7683997299122214, "foreignNotional": 1036.073598919649}, {"timestamp": "2020-08-12T03:00:48.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 735, "price": 374.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d559f6b-8aa0-20a6-80fe-d55f17b4137c", "grossValue": 27507375, "homeNotional": 8.27143821742066, "foreignNotional": 3095.5857528696824}]} 2020-08-12 06:00:48 DEBUG: message ignored 2020-08-12 06:00:48 DEBUG: check clearing time needed clearing_process_timer=3528.378363 2020-08-12 06:00:48 DEBUG: check init order needed init_order_process_timer=28.378606 2020-08-12 06:00:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:48.664Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "3a615da1-207c-4ed3-b4a4-04e657d2d60e", "grossValue": 1085180, "homeNotional": 0.32635606572135945, "foreignNotional": 122.12243979293271}]} 2020-08-12 06:00:48 DEBUG: message ignored 2020-08-12 06:00:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:48.900Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "6368b1ce-dec0-567c-0b16-ded3691a310c", "grossValue": 1085035, "homeNotional": 0.32635606572135945, "foreignNotional": 122.10612198964664}]} 2020-08-12 06:00:48 DEBUG: message ignored 2020-08-12 06:00:49 DEBUG: check clearing time needed clearing_process_timer=3529.379813 2020-08-12 06:00:49 DEBUG: check init order needed init_order_process_timer=29.380145 2020-08-12 06:00:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "e74585ac-411f-5cfb-839d-0d3a851320ad", "grossValue": 37410000, "homeNotional": 11.253657438667567, "foreignNotional": 4209.993247805537}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d3a2df22-4c99-201f-78dc-ccd79adf3a54", "grossValue": 74820000, "homeNotional": 22.507314877335133, "foreignNotional": 8419.986495611074}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad3885a5-7a41-10e3-b1e1-ee7e4bffb46f", "grossValue": 374100, "homeNotional": 0.11253657438667566, "foreignNotional": 42.099932478055365}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c876e58-de1f-2164-92ce-6bd360825e1f", "grossValue": 74820, "homeNotional": 0.022507314877335136, "foreignNotional": 8.419986495611074}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "bc36d134-8fa6-6b4b-b835-ae3c3f47e9ed", "grossValue": 280575000, "homeNotional": 84.40243079000675, "foreignNotional": 31574.949358541526}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 144, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "718ccbc6-e1dc-773f-e2b2-f3674aef7876", "grossValue": 5387040, "homeNotional": 1.6205266711681297, "foreignNotional": 606.2390276839973}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 370, "price": 374.05, "tickDirection": "MinusTick", "trdMatchID": "4134db51-095c-a705-2a47-ac6f67d2bc90", "grossValue": 13839850, "homeNotional": 4.163853252307, "foreignNotional": 1557.4893090254332}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbfd1a5c-39a6-4fb8-80cd-5b3ca7654b59", "grossValue": 74810000, "homeNotional": 22.507314877335133, "foreignNotional": 8418.861129867208}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1a6cff1-3b34-45d0-34a2-b4c498f65063", "grossValue": 1084745, "homeNotional": 0.32635606572135945, "foreignNotional": 122.0734863830745}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cccc62a-7a4f-3c23-2b6a-bd4b44056574", "grossValue": 1870250, "homeNotional": 0.5626828719333784, "foreignNotional": 210.47152824668018}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "695a26b8-42f8-3e29-74b9-4f326ff0ab29", "grossValue": 280537500, "homeNotional": 84.40243079000675, "foreignNotional": 31570.729237002026}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 374.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "9faf8463-b99d-a528-0c10-d0b312773dd7", "grossValue": 280537500, "homeNotional": 84.40243079000675, "foreignNotional": 31570.729237002026}, {"timestamp": "2020-08-12T03:00:49.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1895, "price": 374, "tickDirection": "MinusTick", "trdMatchID": "082673fd-3433-951d-b242-1681b091b662", "grossValue": 70873000, "homeNotional": 21.325680846275038, "foreignNotional": 7975.804636506865}]} 2020-08-12 06:00:50 DEBUG: message ignored 2020-08-12 06:00:50 DEBUG: check clearing time needed clearing_process_timer=3530.381368 2020-08-12 06:00:50 DEBUG: check init order needed init_order_process_timer=30.381678 2020-08-12 06:00:51 DEBUG: check clearing time needed clearing_process_timer=3531.382894 2020-08-12 06:00:51 DEBUG: check init order needed init_order_process_timer=31.383209 2020-08-12 06:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:51.475Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "e65cf176-a8ff-e982-03ee-a90427792a43", "grossValue": 1084600, "homeNotional": 0.32635606572135945, "foreignNotional": 122.05716857978842}, {"timestamp": "2020-08-12T03:00:51.475Z", "symbol": "ETHUSD", "side": "Sell", "size": 155, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "8fc7db2e-f697-b68d-aff7-149a6c6a24c2", "grossValue": 5797000, "homeNotional": 1.7443169029934729, "foreignNotional": 652.3745217195589}]} 2020-08-12 06:00:51 DEBUG: message ignored 2020-08-12 06:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:51.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "08ebae97-0de6-9f8d-9db2-c7db3ffe8264", "grossValue": 1683000, "homeNotional": 0.5064145847400405, "foreignNotional": 189.39905469277514}, {"timestamp": "2020-08-12T03:00:51.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "bede4cd5-34d5-de74-6d15-60479fba4d88", "grossValue": 1795200, "homeNotional": 0.5401755570560433, "foreignNotional": 202.02565833896017}]} 2020-08-12 06:00:51 DEBUG: message ignored 2020-08-12 06:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:52.104Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed86832d-8f2a-768b-bf8b-12ad60f10d6b", "grossValue": 1683000, "homeNotional": 0.5064145847400405, "foreignNotional": 189.39905469277514}, {"timestamp": "2020-08-12T03:00:52.104Z", "symbol": "ETHUSD", "side": "Sell", "size": 184, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "61d4f699-9b26-49c2-c5ac-ca162ae67366", "grossValue": 6881600, "homeNotional": 2.0706729687148324, "foreignNotional": 774.4316902993473}, {"timestamp": "2020-08-12T03:00:52.104Z", "symbol": "ETHUSD", "side": "Sell", "size": 62, "price": 374, "tickDirection": "ZeroMinusTick", "trdMatchID": "939806c2-271f-402e-1890-b3650ea08280", "grossValue": 2318800, "homeNotional": 0.6977267611973892, "foreignNotional": 260.9498086878235}]} 2020-08-12 06:00:52 DEBUG: message ignored 2020-08-12 06:00:52 DEBUG: check clearing time needed clearing_process_timer=3532.384447 2020-08-12 06:00:52 DEBUG: check init order needed init_order_process_timer=32.384717 2020-08-12 06:00:53 DEBUG: check clearing time needed clearing_process_timer=3533.385878 2020-08-12 06:00:53 DEBUG: check init order needed init_order_process_timer=33.386114 2020-08-12 06:00:54 DEBUG: check clearing time needed clearing_process_timer=3534.387283 2020-08-12 06:00:54 DEBUG: check init order needed init_order_process_timer=34.387538 2020-08-12 06:00:55 DEBUG: check clearing time needed clearing_process_timer=3535.388695 2020-08-12 06:00:55 DEBUG: check init order needed init_order_process_timer=35.388976 2020-08-12 06:00:56 DEBUG: check clearing time needed clearing_process_timer=3536.390301 2020-08-12 06:00:56 DEBUG: check init order needed init_order_process_timer=36.39054 2020-08-12 06:00:57 DEBUG: check clearing time needed clearing_process_timer=3537.391719 2020-08-12 06:00:57 DEBUG: check init order needed init_order_process_timer=37.392027 2020-08-12 06:00:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:57.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 111, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "3ca4b834-aeed-c980-7b07-2e00b839843b", "grossValue": 4150845, "homeNotional": 1.2491559756921, "foreignNotional": 467.1218771100608}]} 2020-08-12 06:00:57 DEBUG: message ignored 2020-08-12 06:00:58 DEBUG: check clearing time needed clearing_process_timer=3538.393241 2020-08-12 06:00:58 DEBUG: check init order needed init_order_process_timer=38.393509 2020-08-12 06:00:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:58.853Z", "symbol": "ETHUSD", "side": "Buy", "size": 10355, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "86493563-34ab-4cda-71cc-228155f81692", "grossValue": 387277000, "homeNotional": 116.53162277740266, "foreignNotional": 43582.82691874859}]} 2020-08-12 06:00:58 DEBUG: message ignored 2020-08-12 06:00:59 DEBUG: check clearing time needed clearing_process_timer=3539.39471 2020-08-12 06:00:59 DEBUG: check init order needed init_order_process_timer=39.394976 2020-08-12 06:00:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:59.783Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "354608db-1ca6-07a7-08a4-6ded1fa0ed0f", "grossValue": 3477735, "homeNotional": 1.0465901417960837, "foreignNotional": 391.3723835246455}, {"timestamp": "2020-08-12T03:00:59.783Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "bdb0245e-0a15-c0e5-ab7f-da7037ad046b", "grossValue": 673110, "homeNotional": 0.2025658338960162, "foreignNotional": 75.74949358541527}]} 2020-08-12 06:00:59 DEBUG: message ignored 2020-08-12 06:00:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:00:59.788Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "3a200a90-361b-dd16-ba4d-e601992d3c34", "grossValue": 9350000, "homeNotional": 2.8134143596668917, "foreignNotional": 1052.2169705154174}]} 2020-08-12 06:00:59 DEBUG: message ignored 2020-08-12 06:01:00 DEBUG: check clearing time needed clearing_process_timer=3540.396161 2020-08-12 06:01:00 DEBUG: check init order needed init_order_process_timer=40.396444 2020-08-12 06:01:01 DEBUG: check clearing time needed clearing_process_timer=3541.397673 2020-08-12 06:01:01 DEBUG: check init order needed init_order_process_timer=41.397947 2020-08-12 06:01:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:01.854Z", "symbol": "ETHUSD", "side": "Sell", "size": 111, "price": 373.95, "tickDirection": "MinusTick", "trdMatchID": "62a6825d-6bf7-3190-22c1-d8e894eaee51", "grossValue": 4150845, "homeNotional": 1.25, "foreignNotional": 467.4375}]} 2020-08-12 06:01:01 DEBUG: message ignored 2020-08-12 06:01:02 DEBUG: check clearing time needed clearing_process_timer=3542.399957 2020-08-12 06:01:02 DEBUG: check init order needed init_order_process_timer=42.402754 2020-08-12 06:01:03 DEBUG: check clearing time needed clearing_process_timer=3543.403981 2020-08-12 06:01:03 DEBUG: check init order needed init_order_process_timer=43.404238 2020-08-12 06:01:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:03.929Z", "symbol": "ETHUSD", "side": "Sell", "size": 111, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "98f45da0-971d-3f41-5ecc-4d8d80996369", "grossValue": 4150845, "homeNotional": 1.25, "foreignNotional": 467.4375}]} 2020-08-12 06:01:03 DEBUG: message ignored 2020-08-12 06:01:04 DEBUG: check clearing time needed clearing_process_timer=3544.405394 2020-08-12 06:01:04 DEBUG: check init order needed init_order_process_timer=44.405703 2020-08-12 06:01:05 DEBUG: check clearing time needed clearing_process_timer=3545.406966 2020-08-12 06:01:05 DEBUG: check init order needed init_order_process_timer=45.407231 2020-08-12 06:01:06 DEBUG: check clearing time needed clearing_process_timer=3546.408399 2020-08-12 06:01:06 DEBUG: check init order needed init_order_process_timer=46.408644 2020-08-12 06:01:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:06.630Z", "symbol": "ETHUSD", "side": "Sell", "size": 111, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "e0ed5f74-99a8-0ba8-25c7-285ede87337d", "grossValue": 4150845, "homeNotional": 1.25, "foreignNotional": 467.4375}]} 2020-08-12 06:01:06 DEBUG: message ignored 2020-08-12 06:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 649, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ecdea9e6-7141-9dc5-8a96-82df19d9cb3b", "grossValue": 24269355, "homeNotional": 7.308558558558558, "foreignNotional": 2733.035472972973}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "28d75834-2068-d319-1885-12651944f3a2", "grossValue": 1720170, "homeNotional": 0.5180180180180181, "foreignNotional": 193.71283783783784}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 4347, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e42aebe-1484-4971-7ad0-81f266a6d046", "grossValue": 162556065, "homeNotional": 48.9527027027027, "foreignNotional": 18305.863175675677}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "221d1c94-5494-6ea7-405a-aadfbddc2cbb", "grossValue": 1234035, "homeNotional": 0.3716216216216216, "foreignNotional": 138.96790540540542}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 234, "price": 373.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9c13703-7026-25ab-3ed8-fd03ee915053", "grossValue": 8750430, "homeNotional": 2.635135135135135, "foreignNotional": 985.4087837837837}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 951, "price": 373.9, "tickDirection": "MinusTick", "trdMatchID": "c4e9102e-54cd-8f13-7462-a38fa5b4e3a4", "grossValue": 35557890, "homeNotional": 10.70945945945946, "foreignNotional": 4004.266891891892}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "9aac21a2-bd3d-8c6c-7828-e1a0758684c9", "grossValue": 1084310, "homeNotional": 0.32657657657657657, "foreignNotional": 122.10698198198199}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad0de441-feb8-31b8-2147-44411f73cb6c", "grossValue": 373900, "homeNotional": 0.11261261261261261, "foreignNotional": 42.10585585585586}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "398714f4-6ef7-9299-838b-91a6e5ae1a38", "grossValue": 261730, "homeNotional": 0.07882882882882883, "foreignNotional": 29.4740990990991}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e16ba000-596c-4661-714f-104612d76ff3", "grossValue": 112170, "homeNotional": 0.033783783783783786, "foreignNotional": 12.631756756756756}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "71370c70-6274-3e3e-da39-a3a617d0f72b", "grossValue": 74780000, "homeNotional": 22.52252252252252, "foreignNotional": 8421.17117117117}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "13614f56-17c1-34ef-d9bb-038dd83e2a0d", "grossValue": 3477270, "homeNotional": 1.0472972972972974, "foreignNotional": 391.5844594594595}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "18e7c655-c2d8-a395-1808-3d4009536efd", "grossValue": 74780, "homeNotional": 0.02252252252252252, "foreignNotional": 8.42117117117117}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.85, "tickDirection": "MinusTick", "trdMatchID": "096b5af6-9eff-df39-c532-6fb7c5012ccd", "grossValue": 1084165, "homeNotional": 0.32657657657657657, "foreignNotional": 122.09065315315316}, {"timestamp": "2020-08-12T03:01:07.266Z", "symbol": "ETHUSD", "side": "Sell", "size": 1567, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "8279854e-1c85-4a78-1f62-a5223f488849", "grossValue": 58582295, "homeNotional": 17.646396396396398, "foreignNotional": 6597.105292792793}]} 2020-08-12 06:01:07 DEBUG: message ignored 2020-08-12 06:01:07 DEBUG: check clearing time needed clearing_process_timer=3547.409808 2020-08-12 06:01:07 DEBUG: check init order needed init_order_process_timer=47.410067 2020-08-12 06:01:08 DEBUG: check clearing time needed clearing_process_timer=3548.411208 2020-08-12 06:01:08 DEBUG: check init order needed init_order_process_timer=48.411467 2020-08-12 06:01:09 DEBUG: check clearing time needed clearing_process_timer=3549.41265 2020-08-12 06:01:09 DEBUG: check init order needed init_order_process_timer=49.41293 2020-08-12 06:01:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:09.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc13bcad-642d-3089-bd8c-b1a687b5fc3b", "grossValue": 3476805, "homeNotional": 1.0472972972972974, "foreignNotional": 391.5320945945946}, {"timestamp": "2020-08-12T03:01:09.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7ca64b8-0b5f-da02-26ed-6e33fa99baf9", "grossValue": 186925, "homeNotional": 0.05630630630630631, "foreignNotional": 21.05011261261261}, {"timestamp": "2020-08-12T03:01:09.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 1087, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "42bb4c2a-eaba-0ba6-8e98-5f62b6b3a126", "grossValue": 40637495, "homeNotional": 12.24099099099099, "foreignNotional": 4576.294481981982}, {"timestamp": "2020-08-12T03:01:09.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c616879f-3c73-2974-0171-ce0ef6b50534", "grossValue": 2205715, "homeNotional": 0.6644144144144144, "foreignNotional": 248.39132882882882}, {"timestamp": "2020-08-12T03:01:09.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 756, "price": 373.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "e93f672e-cae0-9715-ad8c-1ce5cd81a9c4", "grossValue": 28263060, "homeNotional": 8.513513513513514, "foreignNotional": 3182.777027027027}]} 2020-08-12 06:01:09 DEBUG: message ignored 2020-08-12 06:01:10 DEBUG: check clearing time needed clearing_process_timer=3550.414182 2020-08-12 06:01:10 DEBUG: check init order needed init_order_process_timer=50.414434 2020-08-12 06:01:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:11.394Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "676fc667-ac27-891a-598c-bb2cb53cab97", "grossValue": 1607340, "homeNotional": 0.48423423423423423, "foreignNotional": 181.00675675675674}]} 2020-08-12 06:01:11 DEBUG: message ignored 2020-08-12 06:01:11 DEBUG: check clearing time needed clearing_process_timer=3551.41559 2020-08-12 06:01:11 DEBUG: check init order needed init_order_process_timer=51.415737 2020-08-12 06:01:12 DEBUG: check clearing time needed clearing_process_timer=3552.416942 2020-08-12 06:01:12 DEBUG: check init order needed init_order_process_timer=52.417303 2020-08-12 06:01:13 DEBUG: check clearing time needed clearing_process_timer=3553.4185 2020-08-12 06:01:13 DEBUG: check init order needed init_order_process_timer=53.418799 2020-08-12 06:01:14 DEBUG: check clearing time needed clearing_process_timer=3554.420031 2020-08-12 06:01:14 DEBUG: check init order needed init_order_process_timer=54.420313 2020-08-12 06:01:15 DEBUG: check clearing time needed clearing_process_timer=3555.421499 2020-08-12 06:01:15 DEBUG: check init order needed init_order_process_timer=55.421772 2020-08-12 06:01:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:16.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.85, "tickDirection": "PlusTick", "trdMatchID": "3868a639-4409-3760-e099-14878b587add", "grossValue": 411235, "homeNotional": 0.12387387387387387, "foreignNotional": 46.310247747747745}]} 2020-08-12 06:01:16 DEBUG: message ignored 2020-08-12 06:01:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:16.075Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "b745edd5-8efe-4461-8573-919d7abd5767", "grossValue": 448620, "homeNotional": 0.13513513513513514, "foreignNotional": 50.520270270270274}]} 2020-08-12 06:01:16 DEBUG: message ignored 2020-08-12 06:01:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:16.103Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b9549c6-e269-c987-ae0b-4b3175575cb4", "grossValue": 411235, "homeNotional": 0.12387387387387387, "foreignNotional": 46.310247747747745}]} 2020-08-12 06:01:16 DEBUG: message ignored 2020-08-12 06:01:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:16.125Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c408216-2c0d-4593-7f37-ff434e15aaa6", "grossValue": 411235, "homeNotional": 0.12387387387387387, "foreignNotional": 46.310247747747745}]} 2020-08-12 06:01:16 DEBUG: message ignored 2020-08-12 06:01:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:16.208Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 373.8, "tickDirection": "MinusTick", "trdMatchID": "86b92ae8-42e3-62ef-9443-28d2abd47139", "grossValue": 1869000, "homeNotional": 0.5630630630630631, "foreignNotional": 210.47297297297297}, {"timestamp": "2020-08-12T03:01:16.208Z", "symbol": "ETHUSD", "side": "Sell", "size": 247, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff49e695-1914-bdfb-2332-13e57542cc32", "grossValue": 9232860, "homeNotional": 2.7815315315315314, "foreignNotional": 1039.7364864864865}, {"timestamp": "2020-08-12T03:01:16.208Z", "symbol": "ETHUSD", "side": "Sell", "size": 272, "price": 373.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "55d0e516-d06a-9550-387a-07ead69e531a", "grossValue": 10167360, "homeNotional": 3.063063063063063, "foreignNotional": 1144.972972972973}]} 2020-08-12 06:01:16 DEBUG: message ignored 2020-08-12 06:01:16 DEBUG: check clearing time needed clearing_process_timer=3556.422951 2020-08-12 06:01:16 DEBUG: check init order needed init_order_process_timer=56.423254 2020-08-12 06:01:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:16.573Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.75, "tickDirection": "MinusTick", "trdMatchID": "b65f416c-77ea-2d86-79e9-8695354ca6ff", "grossValue": 1083875, "homeNotional": 0.32657657657657657, "foreignNotional": 122.05799549549549}, {"timestamp": "2020-08-12T03:01:16.573Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b08e6e8f-eecb-5444-90f5-5d970255b08b", "grossValue": 3475875, "homeNotional": 1.0472972972972974, "foreignNotional": 391.42736486486484}, {"timestamp": "2020-08-12T03:01:16.573Z", "symbol": "ETHUSD", "side": "Sell", "size": 950, "price": 373.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "126092a0-f908-ae4a-33fe-f2db66646280", "grossValue": 35506250, "homeNotional": 10.698198198198199, "foreignNotional": 3998.4515765765764}]} 2020-08-12 06:01:16 DEBUG: message ignored 2020-08-12 06:01:17 DEBUG: check clearing time needed clearing_process_timer=3557.42445 2020-08-12 06:01:17 DEBUG: check init order needed init_order_process_timer=57.424722 2020-08-12 06:01:18 DEBUG: check clearing time needed clearing_process_timer=3558.425926 2020-08-12 06:01:18 DEBUG: check init order needed init_order_process_timer=58.426227 2020-08-12 06:01:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:18.930Z", "symbol": "ETHUSD", "side": "Sell", "size": 16, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "607ba212-c5da-d9d4-725d-8367b69bcc9c", "grossValue": 597920, "homeNotional": 0.18018018018018017, "foreignNotional": 67.33333333333333}]} 2020-08-12 06:01:18 DEBUG: message ignored 2020-08-12 06:01:19 DEBUG: check clearing time needed clearing_process_timer=3559.427425 2020-08-12 06:01:19 DEBUG: check init order needed init_order_process_timer=59.427726 2020-08-12 06:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:20.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "b9c5c1f8-a9a2-86d1-1e41-48dc0dbab94f", "grossValue": 373750, "homeNotional": 0.11261261261261261, "foreignNotional": 42.08896396396396}]} 2020-08-12 06:01:20 DEBUG: message ignored 2020-08-12 06:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:20.264Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad7f8c02-1c60-b934-d1d3-51b1b571f667", "grossValue": 448500, "homeNotional": 0.13513513513513514, "foreignNotional": 50.50675675675676}]} 2020-08-12 06:01:20 DEBUG: message ignored 2020-08-12 06:01:20 DEBUG: check clearing time needed clearing_process_timer=3560.428925 2020-08-12 06:01:20 DEBUG: check init order needed init_order_process_timer=60.429252 2020-08-12 06:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:20.656Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1de60299-82e7-5df5-d323-74498623fdea", "grossValue": 448500, "homeNotional": 0.13513513513513514, "foreignNotional": 50.50675675675676}]} 2020-08-12 06:01:20 DEBUG: message ignored 2020-08-12 06:01:21 DEBUG: check clearing time needed clearing_process_timer=3561.430442 2020-08-12 06:01:21 DEBUG: check init order needed init_order_process_timer=61.430726 2020-08-12 06:01:22 DEBUG: check clearing time needed clearing_process_timer=3562.431908 2020-08-12 06:01:22 DEBUG: check init order needed init_order_process_timer=62.432173 2020-08-12 06:01:23 DEBUG: check clearing time needed clearing_process_timer=3563.433383 2020-08-12 06:01:23 DEBUG: check init order needed init_order_process_timer=63.433691 2020-08-12 06:01:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 373.7, "tickDirection": "MinusTick", "trdMatchID": "0105e05a-17f6-b667-8f32-e91c472a1226", "grossValue": 485810, "homeNotional": 0.1463963963963964, "foreignNotional": 54.708333333333336}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "13aeb1cd-8ca3-1203-8f93-6ad69b633593", "grossValue": 3475410, "homeNotional": 1.0472972972972974, "foreignNotional": 391.375}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7aab0a9-8b12-3aec-65fc-82e3a78293f5", "grossValue": 56055000, "homeNotional": 16.89189189189189, "foreignNotional": 6312.5}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "82c3a1e9-82c8-90ed-526a-daf3b2dc6c2a", "grossValue": 56055000, "homeNotional": 16.89189189189189, "foreignNotional": 6312.5}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 373.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d3c0dbaf-8d30-c168-06ef-5cea3563d31a", "grossValue": 2541160, "homeNotional": 0.7657657657657657, "foreignNotional": 286.1666666666667}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.65, "tickDirection": "MinusTick", "trdMatchID": "36c0bf34-1ff0-7921-7ab8-62e813441383", "grossValue": 3474945, "homeNotional": 1.0472972972972974, "foreignNotional": 391.32263513513516}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 1425, "price": 373.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9baae1f5-22c5-39b3-7b15-141d958e4e92", "grossValue": 53245125, "homeNotional": 16.0472972972973, "foreignNotional": 5996.072635135135}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.6, "tickDirection": "MinusTick", "trdMatchID": "765265f2-0930-f48d-768f-d0011126640e", "grossValue": 1083440, "homeNotional": 0.32657657657657657, "foreignNotional": 122.009009009009}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7b20a28-a4ed-3814-554c-8ee1d559a56e", "grossValue": 7472000, "homeNotional": 2.2522522522522523, "foreignNotional": 841.4414414414415}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "8765e9b0-dcbc-fbdd-a248-be9f7f3226e2", "grossValue": 37360, "homeNotional": 0.01126126126126126, "foreignNotional": 4.207207207207207}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a395b27b-ce62-945b-795d-7b15f3661c33", "grossValue": 1083440, "homeNotional": 0.32657657657657657, "foreignNotional": 122.009009009009}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 115, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cb79ac2-0625-fe8d-4e68-f48a8bf62d8e", "grossValue": 4296400, "homeNotional": 1.295045045045045, "foreignNotional": 483.8288288288288}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "152ad7ee-4728-6236-bf0b-edf4c0f0e2e3", "grossValue": 3474480, "homeNotional": 1.0472972972972974, "foreignNotional": 391.27027027027026}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "39bfdb21-ef99-6093-35a9-7985d788c321", "grossValue": 74720000, "homeNotional": 22.52252252252252, "foreignNotional": 8414.414414414414}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 201, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a9bb46d4-6500-c183-1bf1-e7118bba1292", "grossValue": 7509360, "homeNotional": 2.2635135135135136, "foreignNotional": 845.6486486486486}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 17775, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a88f7b13-bc07-d97f-35fa-fe8aafb04c2a", "grossValue": 664074000, "homeNotional": 200.1689189189189, "foreignNotional": 74783.1081081081}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 247, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "68559467-0751-90d3-a553-7d00d1579dfa", "grossValue": 9227920, "homeNotional": 2.7815315315315314, "foreignNotional": 1039.1801801801803}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 475, "price": 373.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "49aeab1a-ee84-82ad-3ece-5d59e28b0559", "grossValue": 17746000, "homeNotional": 5.349099099099099, "foreignNotional": 1998.4234234234234}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "45bb7685-fb89-9d4f-dff3-ae4295554766", "grossValue": 1083295, "homeNotional": 0.32657657657657657, "foreignNotional": 121.99268018018019}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8bbfbc08-f1f4-ce8e-eba5-6b77b65e717b", "grossValue": 37355, "homeNotional": 0.01126126126126126, "foreignNotional": 4.2066441441441444}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "728ab674-a389-4884-f6ba-5e03add62d8c", "grossValue": 3474015, "homeNotional": 1.0472972972972974, "foreignNotional": 391.2179054054054}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "69975bd0-c641-65f4-76db-f582f0ea5a10", "grossValue": 74710000, "homeNotional": 22.52252252252252, "foreignNotional": 8413.288288288288}, {"timestamp": "2020-08-12T03:01:24.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 2020, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4647ca9e-67aa-13ca-c37d-5debbdcd224b", "grossValue": 75457100, "homeNotional": 22.74774774774775, "foreignNotional": 8497.42117117117}]} 2020-08-12 06:01:24 DEBUG: message ignored 2020-08-12 06:01:24 DEBUG: check clearing time needed clearing_process_timer=3564.43488 2020-08-12 06:01:24 DEBUG: check init order needed init_order_process_timer=64.43533 2020-08-12 06:01:25 DEBUG: check clearing time needed clearing_process_timer=3565.436541 2020-08-12 06:01:25 DEBUG: check init order needed init_order_process_timer=65.436802 2020-08-12 06:01:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f012ca4-143f-e435-b22e-20b7f354863a", "grossValue": 280162500, "homeNotional": 84.45945945945945, "foreignNotional": 31549.83108108108}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c30a43c8-45c6-7ef4-84d6-a598b45798f5", "grossValue": 280162500, "homeNotional": 84.45945945945945, "foreignNotional": 31549.83108108108}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 7500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "2bdb7391-8657-b5e2-123a-491eaa29d4fb", "grossValue": 280162500, "homeNotional": 84.45945945945945, "foreignNotional": 31549.83108108108}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 1229, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1391099b-6193-bf34-28bc-cc69fae46d42", "grossValue": 45909295, "homeNotional": 13.84009009009009, "foreignNotional": 5169.965653153153}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "cd1d63ca-f49c-13d8-6fcc-f5c1cb6760d7", "grossValue": 74710000, "homeNotional": 22.52252252252252, "foreignNotional": 8413.288288288288}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 2200, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9629c9c3-621f-efd6-0ca6-78065e3477a0", "grossValue": 82181000, "homeNotional": 24.774774774774773, "foreignNotional": 9254.617117117117}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb3e75c4-d25e-81be-ec1e-bb21cb4b2a71", "grossValue": 56032500, "homeNotional": 16.89189189189189, "foreignNotional": 6309.966216216216}, {"timestamp": "2020-08-12T03:01:26.385Z", "symbol": "ETHUSD", "side": "Sell", "size": 571, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee39411d-3143-7fcf-3975-979b444afb35", "grossValue": 21329705, "homeNotional": 6.43018018018018, "foreignNotional": 2401.9938063063064}]} 2020-08-12 06:01:26 DEBUG: message ignored 2020-08-12 06:01:26 DEBUG: check clearing time needed clearing_process_timer=3566.437984 2020-08-12 06:01:26 DEBUG: check init order needed init_order_process_timer=66.438252 2020-08-12 06:01:27 DEBUG: check clearing time needed clearing_process_timer=3567.43951 2020-08-12 06:01:27 DEBUG: check init order needed init_order_process_timer=67.439815 2020-08-12 06:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1800, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a63d0392-abd4-25e7-5e48-8af0c98bfdca", "grossValue": 67239000, "homeNotional": 20.27027027027027, "foreignNotional": 7571.959459459459}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0b87519-64fd-7fb3-f9b9-731d68796c29", "grossValue": 93387500, "homeNotional": 28.153153153153152, "foreignNotional": 10516.61036036036}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9493e9cd-98b7-ee9b-0818-c548ede4c300", "grossValue": 74710000, "homeNotional": 22.52252252252252, "foreignNotional": 8413.288288288288}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a95e0829-b009-b654-0041-cb35a9520c70", "grossValue": 56032500, "homeNotional": 16.89189189189189, "foreignNotional": 6309.966216216216}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa1c44d3-d487-1826-1f72-0597fe488ad6", "grossValue": 373550, "homeNotional": 0.11261261261261261, "foreignNotional": 42.06644144144144}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b862caf3-8c3d-df16-dd9e-fd5af723acae", "grossValue": 37355000, "homeNotional": 11.26126126126126, "foreignNotional": 4206.644144144144}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 148, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2f2df97-8057-ff1c-b19a-43aa58d5d695", "grossValue": 5528540, "homeNotional": 1.6666666666666667, "foreignNotional": 622.5833333333334}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "fce5d134-5801-3f8e-abba-a2e5ce17af9f", "grossValue": 56032500, "homeNotional": 16.89189189189189, "foreignNotional": 6309.966216216216}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5f75070-1988-e46a-d4a1-df56a1afc34d", "grossValue": 56032500, "homeNotional": 16.89189189189189, "foreignNotional": 6309.966216216216}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 951, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c214fcc5-ddb8-3920-c338-10b7b641bd27", "grossValue": 35524605, "homeNotional": 10.70945945945946, "foreignNotional": 4000.5185810810813}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "775cc903-3c81-dcb3-25e4-5e870e8d03cb", "grossValue": 18677500, "homeNotional": 5.63063063063063, "foreignNotional": 2103.322072072072}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "09279740-8ecf-74e0-18bb-03748140d8c3", "grossValue": 37355000, "homeNotional": 11.26126126126126, "foreignNotional": 4206.644144144144}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3a10915-a78b-2b1f-997a-81042b4c7e7a", "grossValue": 74710000, "homeNotional": 22.52252252252252, "foreignNotional": 8413.288288288288}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1cb13820-ab15-11fc-15b8-2505834a5e7a", "grossValue": 56032500, "homeNotional": 16.89189189189189, "foreignNotional": 6309.966216216216}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 2200, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f4d7513-2706-0410-79ab-9edc80add665", "grossValue": 82181000, "homeNotional": 24.774774774774773, "foreignNotional": 9254.617117117117}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 111, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "186739a1-27f7-d369-8002-7d72e20bf780", "grossValue": 4146405, "homeNotional": 1.25, "foreignNotional": 466.9375}, {"timestamp": "2020-08-12T03:01:28.357Z", "symbol": "ETHUSD", "side": "Sell", "size": 9780, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5083e415-43ec-4483-004b-3d23e4b0110e", "grossValue": 365331900, "homeNotional": 110.13513513513513, "foreignNotional": 41140.97972972973}]} 2020-08-12 06:01:28 DEBUG: message ignored 2020-08-12 06:01:28 DEBUG: check clearing time needed clearing_process_timer=3568.440995 2020-08-12 06:01:28 DEBUG: check init order needed init_order_process_timer=68.441262 2020-08-12 06:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:28.440Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d06ba5e-a554-dbf3-5893-426abf32a13e", "grossValue": 37355, "homeNotional": 0.01126126126126126, "foreignNotional": 4.2066441441441444}]} 2020-08-12 06:01:28 DEBUG: message ignored 2020-08-12 06:01:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:29.226Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9527ac44-f35d-63fa-cfd8-57897d74edd1", "grossValue": 1905105, "homeNotional": 0.5743243243243243, "foreignNotional": 214.53885135135135}]} 2020-08-12 06:01:29 DEBUG: message ignored 2020-08-12 06:01:29 DEBUG: check clearing time needed clearing_process_timer=3569.44243 2020-08-12 06:01:29 DEBUG: check init order needed init_order_process_timer=69.442692 2020-08-12 06:01:30 DEBUG: check clearing time needed clearing_process_timer=3570.443904 2020-08-12 06:01:30 DEBUG: check init order needed init_order_process_timer=70.444175 2020-08-12 06:01:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1949, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d69d4bf3-5f14-4f43-0a83-a594b8b4a5ed", "grossValue": 72804895, "homeNotional": 21.93091031844267, "foreignNotional": 8192.29154945426}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 231, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ded869c-b296-0419-da04-f0da84498cda", "grossValue": 8629005, "homeNotional": 2.599302351749747, "foreignNotional": 970.969393496118}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9512ecde-c1a0-14aa-6a07-f47f4779051b", "grossValue": 74710000, "homeNotional": 22.504782266231576, "foreignNotional": 8406.661415550805}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 2200, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "39523b2d-1f69-71cc-456a-dc836f308f48", "grossValue": 82181000, "homeNotional": 24.75526049285473, "foreignNotional": 9247.327557105886}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e099097d-4d63-9f81-5340-bfe036e775e7", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1800, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8a16c43d-a106-f517-811e-55c622d06036", "grossValue": 67239000, "homeNotional": 20.254304039608417, "foreignNotional": 7565.995273995724}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "005f41bd-2ae9-554e-3773-9f5b3a4b6730", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c57deefd-3940-eb21-5bca-a1a813302bcd", "grossValue": 93387500, "homeNotional": 28.13097783278947, "foreignNotional": 10508.326769438505}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "846fc2b5-74fe-4e20-e05a-8686e3eb2f9f", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5e12906-5976-9df0-db8f-de03f1f6c9fd", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2389f29-7371-6011-8bf5-db3798dca022", "grossValue": 74710000, "homeNotional": 22.504782266231576, "foreignNotional": 8406.661415550805}, {"timestamp": "2020-08-12T03:01:30.712Z", "symbol": "ETHUSD", "side": "Sell", "size": 11320, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f0c22253-96c7-7a4c-6a98-ef2cf1d32b09", "grossValue": 422858600, "homeNotional": 127.37706762687071, "foreignNotional": 47581.703612017554}]} 2020-08-12 06:01:30 DEBUG: message ignored 2020-08-12 06:01:31 DEBUG: check clearing time needed clearing_process_timer=3571.445346 2020-08-12 06:01:31 DEBUG: check init order needed init_order_process_timer=71.445628 2020-08-12 06:01:32 DEBUG: check clearing time needed clearing_process_timer=3572.446811 2020-08-12 06:01:32 DEBUG: check init order needed init_order_process_timer=72.447071 2020-08-12 06:01:33 DEBUG: check clearing time needed clearing_process_timer=3573.448277 2020-08-12 06:01:33 DEBUG: check init order needed init_order_process_timer=73.44857 2020-08-12 06:01:34 DEBUG: check clearing time needed clearing_process_timer=3574.44977 2020-08-12 06:01:34 DEBUG: check init order needed init_order_process_timer=74.450033 2020-08-12 06:01:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:34.837Z", "symbol": "ETHUSD", "side": "Buy", "size": 10366, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "9ea642aa-9f73-3977-73c9-6c56b1858d75", "grossValue": 387273760, "homeNotional": 116.64228648587824, "foreignNotional": 43577.558231124116}]} 2020-08-12 06:01:34 DEBUG: message ignored 2020-08-12 06:01:35 DEBUG: check clearing time needed clearing_process_timer=3575.45119 2020-08-12 06:01:35 DEBUG: check init order needed init_order_process_timer=75.451424 2020-08-12 06:01:36 DEBUG: check clearing time needed clearing_process_timer=3576.452596 2020-08-12 06:01:36 DEBUG: check init order needed init_order_process_timer=76.452876 2020-08-12 06:01:37 DEBUG: check clearing time needed clearing_process_timer=3577.454124 2020-08-12 06:01:37 DEBUG: check init order needed init_order_process_timer=77.454363 2020-08-12 06:01:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "fee91b63-8297-cad6-e424-c1f0dd0852c8", "grossValue": 74710000, "homeNotional": 22.504782266231576, "foreignNotional": 8406.661415550805}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "323d71d1-0fce-59e8-7e8f-a6d2f8832749", "grossValue": 37355000, "homeNotional": 11.252391133115788, "foreignNotional": 4203.3307077754025}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e934d367-0f63-cf6e-381d-781db58cbad4", "grossValue": 74710000, "homeNotional": 22.504782266231576, "foreignNotional": 8406.661415550805}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 1800, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "967ee9f0-85b9-9057-547a-f67134654b4f", "grossValue": 67239000, "homeNotional": 20.254304039608417, "foreignNotional": 7565.995273995724}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9f90cf6-9b85-a6d7-0f67-e15d6273ef8a", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "eef6fca0-105e-bb15-d208-83747647fd85", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c9b7e86-6063-4355-a778-59f47b799978", "grossValue": 56032500, "homeNotional": 16.87858669967368, "foreignNotional": 6304.996061663103}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "93b99710-4d51-f701-08a9-abc7d4183e16", "grossValue": 3474015, "homeNotional": 1.0464723753797682, "foreignNotional": 390.9097558231124}, {"timestamp": "2020-08-12T03:01:37.857Z", "symbol": "ETHUSD", "side": "Sell", "size": 18607, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ade81070-e10a-1c03-382c-b3457d242c48", "grossValue": 695064485, "homeNotional": 209.37324181388544, "foreignNotional": 78211.37447957692}]} 2020-08-12 06:01:37 DEBUG: message ignored 2020-08-12 06:01:38 DEBUG: check clearing time needed clearing_process_timer=3578.455522 2020-08-12 06:01:38 DEBUG: check init order needed init_order_process_timer=78.455774 2020-08-12 06:01:39 DEBUG: check clearing time needed clearing_process_timer=3579.456947 2020-08-12 06:01:39 DEBUG: check init order needed init_order_process_timer=79.457238 2020-08-12 06:01:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:39.597Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e8e2bb2-e910-f052-e625-f16885c0a2c9", "grossValue": 2017170, "homeNotional": 0.6076291211882525, "foreignNotional": 226.97985821987172}]} 2020-08-12 06:01:39 DEBUG: message ignored 2020-08-12 06:01:40 DEBUG: check clearing time needed clearing_process_timer=3580.458425 2020-08-12 06:01:40 DEBUG: check init order needed init_order_process_timer=80.458746 2020-08-12 06:01:41 DEBUG: check clearing time needed clearing_process_timer=3581.459927 2020-08-12 06:01:41 DEBUG: check init order needed init_order_process_timer=81.460185 2020-08-12 06:01:42 DEBUG: check clearing time needed clearing_process_timer=3582.461357 2020-08-12 06:01:42 DEBUG: check init order needed init_order_process_timer=82.461712 2020-08-12 06:01:43 DEBUG: check clearing time needed clearing_process_timer=3583.462994 2020-08-12 06:01:43 DEBUG: check init order needed init_order_process_timer=83.463302 2020-08-12 06:01:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:44.341Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 373.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "378b7f81-33b5-c7bf-2cb8-abe184c7512b", "grossValue": 74710, "homeNotional": 0.022504782266231576, "foreignNotional": 8.406661415550804}]} 2020-08-12 06:01:44 DEBUG: message ignored 2020-08-12 06:01:44 DEBUG: check clearing time needed clearing_process_timer=3584.464499 2020-08-12 06:01:44 DEBUG: check init order needed init_order_process_timer=84.464783 2020-08-12 06:01:45 DEBUG: check clearing time needed clearing_process_timer=3585.465967 2020-08-12 06:01:45 DEBUG: check init order needed init_order_process_timer=85.466218 2020-08-12 06:01:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:45.793Z", "symbol": "ETHUSD", "side": "Buy", "size": 429, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "9004f3db-5feb-2612-f088-a94da5ab8ef4", "grossValue": 16027440, "homeNotional": 4.827275796106672, "foreignNotional": 1803.470237425453}]} 2020-08-12 06:01:45 DEBUG: message ignored 2020-08-12 06:01:46 DEBUG: check clearing time needed clearing_process_timer=3586.467424 2020-08-12 06:01:46 DEBUG: check init order needed init_order_process_timer=86.467717 2020-08-12 06:01:47 DEBUG: check clearing time needed clearing_process_timer=3587.468905 2020-08-12 06:01:47 DEBUG: check init order needed init_order_process_timer=87.469204 2020-08-12 06:01:48 DEBUG: check clearing time needed clearing_process_timer=3588.470398 2020-08-12 06:01:48 DEBUG: check init order needed init_order_process_timer=88.4707 2020-08-12 06:01:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:49.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f93702f2-a096-3d9c-5fe1-89ed0e9153d5", "grossValue": 186800, "homeNotional": 0.056261955665578935, "foreignNotional": 21.01946663666029}, {"timestamp": "2020-08-12T03:01:49.141Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "466609b5-b741-07c9-47af-fec93c42942a", "grossValue": 74720, "homeNotional": 0.022504782266231576, "foreignNotional": 8.407786654664116}]} 2020-08-12 06:01:49 DEBUG: message ignored 2020-08-12 06:01:49 DEBUG: check clearing time needed clearing_process_timer=3589.471914 2020-08-12 06:01:49 DEBUG: check init order needed init_order_process_timer=89.472224 2020-08-12 06:01:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:49.994Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 373.55, "tickDirection": "MinusTick", "trdMatchID": "43885130-b7fa-2379-9c88-9c7a9c9d514e", "grossValue": 37355, "homeNotional": 0.011252391133115788, "foreignNotional": 4.203330707775402}]} 2020-08-12 06:01:50 DEBUG: message ignored 2020-08-12 06:01:50 DEBUG: check clearing time needed clearing_process_timer=3590.473476 2020-08-12 06:01:50 DEBUG: check init order needed init_order_process_timer=90.47378 2020-08-12 06:01:51 DEBUG: check clearing time needed clearing_process_timer=3591.475004 2020-08-12 06:01:51 DEBUG: check init order needed init_order_process_timer=91.475268 2020-08-12 06:01:52 DEBUG: check clearing time needed clearing_process_timer=3592.47647 2020-08-12 06:01:52 DEBUG: check init order needed init_order_process_timer=92.476738 2020-08-12 06:01:53 DEBUG: check clearing time needed clearing_process_timer=3593.47795 2020-08-12 06:01:53 DEBUG: check init order needed init_order_process_timer=93.478215 2020-08-12 06:01:54 DEBUG: check clearing time needed clearing_process_timer=3594.479435 2020-08-12 06:01:54 DEBUG: check init order needed init_order_process_timer=94.479706 2020-08-12 06:01:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:54.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 447, "price": 373.6, "tickDirection": "PlusTick", "trdMatchID": "ddc391b7-d6af-263f-abac-23aebbe7fa3f", "grossValue": 16699920, "homeNotional": 5.0298188365027565, "foreignNotional": 1879.14031731743}, {"timestamp": "2020-08-12T03:01:54.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcbbc53f-651c-e41b-29b1-7dd49c9a0087", "grossValue": 4557920, "homeNotional": 1.3727917182401261, "foreignNotional": 512.8749859345111}]} 2020-08-12 06:01:54 DEBUG: message ignored 2020-08-12 06:01:55 DEBUG: check clearing time needed clearing_process_timer=3595.480901 2020-08-12 06:01:55 DEBUG: check init order needed init_order_process_timer=95.481238 2020-08-12 06:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "002d12da-9f3b-76a3-0c28-69e620dc46ed", "grossValue": 1980080, "homeNotional": 0.5963767300551367, "foreignNotional": 222.80634634859908}, {"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff94af33-2586-a028-7c32-c8c698d3f21e", "grossValue": 2278960, "homeNotional": 0.6863958591200631, "foreignNotional": 256.43749296725554}, {"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5dbd6441-2dd5-7923-1220-84c12d2c26b3", "grossValue": 3997520, "homeNotional": 1.2040058512433893, "foreignNotional": 449.81658602453024}, {"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 147, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "df24bf47-d28b-6642-c027-4fc46712db19", "grossValue": 5491920, "homeNotional": 1.6541014965680207, "foreignNotional": 617.9723191178125}, {"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "1bf59039-7dff-a6aa-6148-8e7e7c6a8128", "grossValue": 3997520, "homeNotional": 1.2040058512433893, "foreignNotional": 449.81658602453024}, {"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a1424d74-8ff5-6e1a-fce8-b9f831fac922", "grossValue": 3997520, "homeNotional": 1.2040058512433893, "foreignNotional": 449.81658602453024}, {"timestamp": "2020-08-12T03:01:55.685Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dd5bfe0-c7fa-f6b1-c502-addc71005837", "grossValue": 3997520, "homeNotional": 1.2040058512433893, "foreignNotional": 449.81658602453024}]} 2020-08-12 06:01:55 DEBUG: message ignored 2020-08-12 06:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:55.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 147, "price": 373.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ecb51662-036e-c80a-e764-5d2367d03ad7", "grossValue": 5491920, "homeNotional": 1.6541014965680207, "foreignNotional": 617.9723191178125}]} 2020-08-12 06:01:55 DEBUG: message ignored 2020-08-12 06:01:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 373.65, "tickDirection": "PlusTick", "trdMatchID": "2f966aa8-ad09-7a27-507d-0b30a80bc8fa", "grossValue": 4633260, "homeNotional": 1.3952965005063576, "foreignNotional": 521.3525374142005}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebb62177-a36e-00fa-2d57-33cd73aaf166", "grossValue": 14721810, "homeNotional": 4.43344210644762, "foreignNotional": 1656.5556430741533}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1cd9a3c-200b-3cb5-8c72-cb37ce167f78", "grossValue": 14721810, "homeNotional": 4.43344210644762, "foreignNotional": 1656.5556430741533}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d69390fb-23bd-0872-8ad5-30d312ab03df", "grossValue": 14983365, "homeNotional": 4.512208844379431, "foreignNotional": 1685.9868347023742}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "469c5c9f-dc28-899a-ac17-16ccf978326c", "grossValue": 14721810, "homeNotional": 4.43344210644762, "foreignNotional": 1656.5556430741533}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "50eaa2f3-393a-7a4a-2b08-79b56e5fa4a8", "grossValue": 14983365, "homeNotional": 4.512208844379431, "foreignNotional": 1685.9868347023742}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ee8a2d1-95ff-937a-73dc-8c6c229c918a", "grossValue": 14721810, "homeNotional": 4.43344210644762, "foreignNotional": 1656.5556430741533}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c53b4a2-a230-fe49-7895-f694db92a3a2", "grossValue": 2279265, "homeNotional": 0.6863958591200631, "foreignNotional": 256.47181276021155}, {"timestamp": "2020-08-12T03:01:56.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 373.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7defe2b8-652d-7050-570f-3b66a8a1934b", "grossValue": 1419870, "homeNotional": 0.4275908630583999, "foreignNotional": 159.76932598177112}]} 2020-08-12 06:01:56 DEBUG: message ignored 2020-08-12 06:01:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:56.341Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.7, "tickDirection": "PlusTick", "trdMatchID": "ac46a770-0232-d490-0940-80e68c8632dc", "grossValue": 1121100, "homeNotional": 0.3375717339934736, "foreignNotional": 126.15055699336109}]} 2020-08-12 06:01:56 DEBUG: message ignored 2020-08-12 06:01:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:56.346Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 373.75, "tickDirection": "PlusTick", "trdMatchID": "a47e88ea-6bae-aa29-38e6-073b6771603d", "grossValue": 224250, "homeNotional": 0.06751434679869472, "foreignNotional": 25.233487116012153}]} 2020-08-12 06:01:56 DEBUG: message ignored 2020-08-12 06:01:56 DEBUG: check clearing time needed clearing_process_timer=3596.482483 2020-08-12 06:01:56 DEBUG: check init order needed init_order_process_timer=96.482792 2020-08-12 06:01:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:56.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 373.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d31e8cfb-2d7a-5f39-8784-dd85be750258", "grossValue": 897000, "homeNotional": 0.2700573871947789, "foreignNotional": 100.93394846404861}]} 2020-08-12 06:01:56 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: check clearing time needed clearing_process_timer=3597.483299 2020-08-12 06:01:57 DEBUG: check init order needed init_order_process_timer=97.483655 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.610Z", "symbol": "ETHUSD", "side": "Buy", "size": 160, "price": 373.85, "tickDirection": "PlusTick", "trdMatchID": "9136eed4-f4c3-1b72-3c03-307592a00e51", "grossValue": 5981600, "homeNotional": 1.800382581298526, "foreignNotional": 673.0730280184539}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "75854fe9-90e4-e74b-a7f1-5b95f66c249d", "grossValue": 4860050, "homeNotional": 1.4628108473050523, "foreignNotional": 546.8718352649938}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 195, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5284929-6aff-812a-5fd8-3316d6dde5e2", "grossValue": 7290075, "homeNotional": 2.1942162709575785, "foreignNotional": 820.3077528974907}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 160, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "f008cd98-4c99-3578-34b2-ef735a12d640", "grossValue": 5981600, "homeNotional": 1.800382581298526, "foreignNotional": 673.0730280184539}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.706Z", "symbol": "ETHUSD", "side": "Buy", "size": 177, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "36f01450-5510-6a4e-8a9a-a6f69c0b51b6", "grossValue": 6617145, "homeNotional": 1.9916732305614944, "foreignNotional": 744.5870372454146}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.718Z", "symbol": "ETHUSD", "side": "Buy", "size": 489, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "63e56bf9-3dd2-c908-10a0-2437be9eb9e2", "grossValue": 18281265, "homeNotional": 5.50241926409362, "foreignNotional": 2057.0794418814}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.726Z", "symbol": "ETHUSD", "side": "Buy", "size": 156, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "5441ca4f-346f-0a74-310a-1c65dbb3f179", "grossValue": 5832060, "homeNotional": 1.7553730167660628, "foreignNotional": 656.2462023179926}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.832Z", "symbol": "ETHUSD", "side": "Buy", "size": 128, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc959ddd-cfb2-11c4-d4a3-fc775c5bf664", "grossValue": 4785280, "homeNotional": 1.4403060650388209, "foreignNotional": 538.4584224147632}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:57.930Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "cddd3df4-c55f-cc7e-7b08-724bbe624959", "grossValue": 186925, "homeNotional": 0.056261955665578935, "foreignNotional": 21.033532125576684}, {"timestamp": "2020-08-12T03:01:57.930Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4d180d9-5edb-dd67-f87a-5664c079ddc1", "grossValue": 373850, "homeNotional": 0.11252391133115787, "foreignNotional": 42.06706425115337}]} 2020-08-12 06:01:57 DEBUG: message ignored 2020-08-12 06:01:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:58.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 892, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "c857b24d-c451-a5ff-5c3d-80d6356bb58a", "grossValue": 33347420, "homeNotional": 10.037132890739283, "foreignNotional": 3752.382131202881}]} 2020-08-12 06:01:58 DEBUG: message ignored 2020-08-12 06:01:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:58.328Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "e70e84ae-26f1-2c41-f7c3-7edd6b0971dd", "grossValue": 1121550, "homeNotional": 0.3375717339934736, "foreignNotional": 126.2011927534601}, {"timestamp": "2020-08-12T03:01:58.328Z", "symbol": "ETHUSD", "side": "Buy", "size": 121, "price": 373.9, "tickDirection": "PlusTick", "trdMatchID": "43694ae0-8639-441b-c9ba-6aed9c64db0f", "grossValue": 4524190, "homeNotional": 1.3615393271070102, "foreignNotional": 509.0795544053111}]} 2020-08-12 06:01:58 DEBUG: message ignored 2020-08-12 06:01:58 DEBUG: check clearing time needed clearing_process_timer=3598.484859 2020-08-12 06:01:58 DEBUG: check init order needed init_order_process_timer=98.485178 2020-08-12 06:01:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:58.574Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f909051-f174-8dec-0499-d7835e099f88", "grossValue": 1121700, "homeNotional": 0.3375717339934736, "foreignNotional": 126.21807134015978}, {"timestamp": "2020-08-12T03:01:58.574Z", "symbol": "ETHUSD", "side": "Buy", "size": 148, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "67cb96c3-c2bc-97e5-7d40-4389e888fe7d", "grossValue": 5533720, "homeNotional": 1.6653538877011365, "foreignNotional": 622.6758186114549}]} 2020-08-12 06:01:58 DEBUG: message ignored 2020-08-12 06:01:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:58.579Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dad55bf-2559-3f4e-2929-c5f34c2bf0f7", "grossValue": 299120, "homeNotional": 0.0900191290649263, "foreignNotional": 33.65815235737594}]} 2020-08-12 06:01:58 DEBUG: message ignored 2020-08-12 06:01:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:01:58.783Z", "symbol": "ETHUSD", "side": "Buy", "size": 338, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d10e365-ff2b-eaad-407e-732e1500461f", "grossValue": 12637820, "homeNotional": 3.803308202993136, "foreignNotional": 1422.0569370991336}]} 2020-08-12 06:01:58 DEBUG: message ignored 2020-08-12 06:01:59 DEBUG: check clearing time needed clearing_process_timer=3599.486335 2020-08-12 06:01:59 DEBUG: check init order needed init_order_process_timer=99.4866 2020-08-12 06:02:00 DEBUG: check clearing time needed clearing_process_timer=3600.487769 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: clearing start 2020-08-12 06:02:00 DEBUG: Order_getOrders({'filter': '{"open": true}'}) 2020-08-12 06:02:00 DEBUG: https://www.bitmex.com:443 "GET /api/v1/order?filter=%7B%22open%22%3A+true%7D HTTP/1.1" 200 None 2020-08-12 06:02:00 INFO: clearing end 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 INFO: 2020-08-12 06:02:00 DEBUG: check init order needed init_order_process_timer=100.536868 2020-08-12 06:02:01 DEBUG: check clearing time needed clearing_process_timer=1.538414 2020-08-12 06:02:01 DEBUG: check init order needed init_order_process_timer=101.539034 2020-08-12 06:02:02 DEBUG: check clearing time needed clearing_process_timer=2.540708 2020-08-12 06:02:02 DEBUG: check init order needed init_order_process_timer=102.541322 2020-08-12 06:02:03 DEBUG: check clearing time needed clearing_process_timer=3.542897 2020-08-12 06:02:03 DEBUG: check init order needed init_order_process_timer=103.543171 2020-08-12 06:02:04 DEBUG: check clearing time needed clearing_process_timer=4.544361 2020-08-12 06:02:04 DEBUG: check init order needed init_order_process_timer=104.544649 2020-08-12 06:02:05 DEBUG: check clearing time needed clearing_process_timer=5.545888 2020-08-12 06:02:05 DEBUG: check init order needed init_order_process_timer=105.546167 2020-08-12 06:02:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:05.126Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bcc4f786-26f9-848d-e875-4697ee8c8abb", "grossValue": 112170, "homeNotional": 0.03372681281618887, "foreignNotional": 12.610455311973018}]} 2020-08-12 06:02:05 DEBUG: message ignored 2020-08-12 06:02:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:06.488Z", "symbol": "ETHUSD", "side": "Buy", "size": 709, "price": 373.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "905538e6-875c-12f2-b0eb-3feb69e06475", "grossValue": 26509510, "homeNotional": 7.970770095559303, "foreignNotional": 2980.2709387296236}]} 2020-08-12 06:02:06 DEBUG: message ignored 2020-08-12 06:02:06 DEBUG: check clearing time needed clearing_process_timer=6.547345 2020-08-12 06:02:06 DEBUG: check init order needed init_order_process_timer=106.547654 2020-08-12 06:02:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:06.577Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 373.95, "tickDirection": "PlusTick", "trdMatchID": "88e29765-5eff-34c8-97bf-a296536f6159", "grossValue": 37395, "homeNotional": 0.011242270938729624, "foreignNotional": 4.204047217537942}, {"timestamp": "2020-08-12T03:02:06.577Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374, "tickDirection": "PlusTick", "trdMatchID": "8fb0c28d-4365-fd76-6e27-bc6d30823b05", "grossValue": 1122000, "homeNotional": 0.3372681281618887, "foreignNotional": 126.13827993254637}, {"timestamp": "2020-08-12T03:02:06.577Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4d91a93-012e-9df8-24e2-5f9be28f35b6", "grossValue": 7480000, "homeNotional": 2.2484541877459248, "foreignNotional": 840.9218662169758}, {"timestamp": "2020-08-12T03:02:06.577Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.05, "tickDirection": "PlusTick", "trdMatchID": "bc0062e3-45ca-fac9-c313-cef77eb66df5", "grossValue": 1122150, "homeNotional": 0.3372681281618887, "foreignNotional": 126.15514333895447}]} 2020-08-12 06:02:06 DEBUG: message ignored 2020-08-12 06:02:07 DEBUG: check clearing time needed clearing_process_timer=7.548874 2020-08-12 06:02:07 DEBUG: check init order needed init_order_process_timer=107.549201 2020-08-12 06:02:08 DEBUG: check clearing time needed clearing_process_timer=8.550411 2020-08-12 06:02:08 DEBUG: check init order needed init_order_process_timer=108.550683 2020-08-12 06:02:09 DEBUG: check clearing time needed clearing_process_timer=9.551872 2020-08-12 06:02:09 DEBUG: check init order needed init_order_process_timer=109.552131 2020-08-12 06:02:10 DEBUG: check clearing time needed clearing_process_timer=10.553327 2020-08-12 06:02:10 DEBUG: check init order needed init_order_process_timer=110.553663 2020-08-12 06:02:11 DEBUG: check clearing time needed clearing_process_timer=11.554915 2020-08-12 06:02:11 DEBUG: check init order needed init_order_process_timer=111.555196 2020-08-12 06:02:12 DEBUG: check clearing time needed clearing_process_timer=12.556426 2020-08-12 06:02:12 DEBUG: check init order needed init_order_process_timer=112.556746 2020-08-12 06:02:13 DEBUG: check clearing time needed clearing_process_timer=13.55796 2020-08-12 06:02:13 DEBUG: check init order needed init_order_process_timer=113.558219 2020-08-12 06:02:14 DEBUG: check clearing time needed clearing_process_timer=14.559403 2020-08-12 06:02:14 DEBUG: check init order needed init_order_process_timer=114.559694 2020-08-12 06:02:15 DEBUG: check clearing time needed clearing_process_timer=15.560884 2020-08-12 06:02:15 DEBUG: check init order needed init_order_process_timer=115.561204 2020-08-12 06:02:16 DEBUG: check clearing time needed clearing_process_timer=16.562402 2020-08-12 06:02:16 DEBUG: check init order needed init_order_process_timer=116.562703 2020-08-12 06:02:17 DEBUG: check clearing time needed clearing_process_timer=17.563953 2020-08-12 06:02:17 DEBUG: check init order needed init_order_process_timer=117.564205 2020-08-12 06:02:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:18.371Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "8a8763e7-b33b-53d5-2abf-91b18549cfdc", "grossValue": 37415, "homeNotional": 0.011242270938729624, "foreignNotional": 4.206295671725688}]} 2020-08-12 06:02:18 DEBUG: message ignored 2020-08-12 06:02:18 DEBUG: check clearing time needed clearing_process_timer=18.565395 2020-08-12 06:02:18 DEBUG: check init order needed init_order_process_timer=118.565685 2020-08-12 06:02:19 DEBUG: check clearing time needed clearing_process_timer=19.566876 2020-08-12 06:02:19 DEBUG: check init order needed init_order_process_timer=119.567181 2020-08-12 06:02:20 DEBUG: check clearing time needed clearing_process_timer=20.568376 2020-08-12 06:02:20 DEBUG: check init order needed init_order_process_timer=120.568649 2020-08-12 06:02:21 DEBUG: check clearing time needed clearing_process_timer=21.569864 2020-08-12 06:02:21 DEBUG: check init order needed init_order_process_timer=121.570147 2020-08-12 06:02:22 DEBUG: check clearing time needed clearing_process_timer=22.57133 2020-08-12 06:02:22 DEBUG: check init order needed init_order_process_timer=122.571588 2020-08-12 06:02:23 DEBUG: check clearing time needed clearing_process_timer=23.572793 2020-08-12 06:02:23 DEBUG: check init order needed init_order_process_timer=123.573177 2020-08-12 06:02:24 DEBUG: check clearing time needed clearing_process_timer=24.574387 2020-08-12 06:02:24 DEBUG: check init order needed init_order_process_timer=124.574673 2020-08-12 06:02:25 DEBUG: check clearing time needed clearing_process_timer=25.575903 2020-08-12 06:02:25 DEBUG: check init order needed init_order_process_timer=125.576253 2020-08-12 06:02:26 DEBUG: check clearing time needed clearing_process_timer=26.577491 2020-08-12 06:02:26 DEBUG: check init order needed init_order_process_timer=126.577746 2020-08-12 06:02:27 DEBUG: check clearing time needed clearing_process_timer=27.57892 2020-08-12 06:02:27 DEBUG: check init order needed init_order_process_timer=127.579186 2020-08-12 06:02:28 DEBUG: check clearing time needed clearing_process_timer=28.580354 2020-08-12 06:02:28 DEBUG: check init order needed init_order_process_timer=128.580639 2020-08-12 06:02:29 DEBUG: check clearing time needed clearing_process_timer=29.581858 2020-08-12 06:02:29 DEBUG: check init order needed init_order_process_timer=129.582099 2020-08-12 06:02:30 DEBUG: check clearing time needed clearing_process_timer=30.583284 2020-08-12 06:02:30 DEBUG: check init order needed init_order_process_timer=130.58352 2020-08-12 06:02:31 DEBUG: check clearing time needed clearing_process_timer=31.58469 2020-08-12 06:02:31 DEBUG: check init order needed init_order_process_timer=131.584932 2020-08-12 06:02:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b29aa58-7a7f-6466-6a3d-087123500a16", "grossValue": 1085035, "homeNotional": 0.32635606572135945, "foreignNotional": 122.10612198964664}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ceaddde9-62ba-1348-5c3a-b7c3f197b75e", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "57717637-eb5e-d454-910a-3d2a620ddfd2", "grossValue": 15003415, "homeNotional": 4.512716632905694, "foreignNotional": 1688.4329282016656}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "87fd4a05-dc27-4e42-62e2-fa149295f15f", "grossValue": 15003415, "homeNotional": 4.512716632905694, "foreignNotional": 1688.4329282016656}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "cde7aef5-24a7-7cda-ea52-72e708130189", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4639f843-1a0f-01ae-dbe3-c014951ae8e4", "grossValue": 15003415, "homeNotional": 4.512716632905694, "foreignNotional": 1688.4329282016656}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "254bdc6e-dda0-5cb9-b3c7-45051e86dd61", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "39549e76-a60c-02be-026f-bb511940e220", "grossValue": 15003415, "homeNotional": 4.512716632905694, "foreignNotional": 1688.4329282016656}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dfccdca-aaf7-a190-6b26-6f5476871d63", "grossValue": 15003415, "homeNotional": 4.512716632905694, "foreignNotional": 1688.4329282016656}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6da38626-4405-df64-236a-32e562be685a", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c667f215-2ac6-4253-a085-73526db822b0", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c394748c-9701-ef3e-0cf2-428f2fec9205", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2aebb2b9-fe39-264d-f7d3-566d1dd7cb63", "grossValue": 14741510, "homeNotional": 4.433941030835022, "foreignNotional": 1658.9590366869234}, {"timestamp": "2020-08-12T03:02:32.204Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4761f05b-450b-bbed-487e-8fe59829c11d", "grossValue": 15003415, "homeNotional": 4.512716632905694, "foreignNotional": 1688.4329282016656}]} 2020-08-12 06:02:32 DEBUG: message ignored 2020-08-12 06:02:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:32.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "36fcc0de-1ec7-92cf-a5b2-89c04028487d", "grossValue": 1122600, "homeNotional": 0.337609723160027, "foreignNotional": 126.33355840648211}, {"timestamp": "2020-08-12T03:02:32.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "1145244f-5e46-70fc-58c4-94b6d37e1ab1", "grossValue": 1272450, "homeNotional": 0.38262435291469726, "foreignNotional": 143.19716407832544}, {"timestamp": "2020-08-12T03:02:32.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "dd89a8aa-e5a5-cfe2-6d9b-2bd7a08d94f0", "grossValue": 1122900, "homeNotional": 0.337609723160027, "foreignNotional": 126.36731937879811}, {"timestamp": "2020-08-12T03:02:32.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 228, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b02c1466-e63d-eaa5-2648-8fe6e0003e5e", "grossValue": 8534040, "homeNotional": 2.5658338960162053, "foreignNotional": 960.3916272788656}, {"timestamp": "2020-08-12T03:02:32.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 78, "price": 374.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d1997d09-8d37-6f69-4f14-e1b3f201c292", "grossValue": 2919540, "homeNotional": 0.8777852802160703, "foreignNotional": 328.55503038487507}]} 2020-08-12 06:02:32 DEBUG: message ignored 2020-08-12 06:02:32 DEBUG: check clearing time needed clearing_process_timer=32.586132 2020-08-12 06:02:32 DEBUG: check init order needed init_order_process_timer=132.586371 2020-08-12 06:02:33 DEBUG: check clearing time needed clearing_process_timer=33.587549 2020-08-12 06:02:33 DEBUG: check init order needed init_order_process_timer=133.587797 2020-08-12 06:02:34 DEBUG: check clearing time needed clearing_process_timer=34.588954 2020-08-12 06:02:34 DEBUG: check init order needed init_order_process_timer=134.589293 2020-08-12 06:02:35 DEBUG: check clearing time needed clearing_process_timer=35.589833 2020-08-12 06:02:35 DEBUG: check init order needed init_order_process_timer=135.590104 2020-08-12 06:02:36 DEBUG: check clearing time needed clearing_process_timer=36.59129 2020-08-12 06:02:36 DEBUG: check init order needed init_order_process_timer=136.591561 2020-08-12 06:02:37 DEBUG: check clearing time needed clearing_process_timer=37.592749 2020-08-12 06:02:37 DEBUG: check init order needed init_order_process_timer=137.59305 2020-08-12 06:02:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:38.056Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "c5e9a6da-292f-af82-0533-1e85845c06c3", "grossValue": 374350, "homeNotional": 0.11253657438667566, "foreignNotional": 42.12806662165204}]} 2020-08-12 06:02:38 DEBUG: message ignored 2020-08-12 06:02:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:38.059Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "216641b3-1300-0d69-fd53-73cb156d6d5d", "grossValue": 411785, "homeNotional": 0.12379023182534324, "foreignNotional": 46.34087328381724}]} 2020-08-12 06:02:38 DEBUG: message ignored 2020-08-12 06:02:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:38.062Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e4e54f9-a1ab-8b0a-c4bd-a90f63144482", "grossValue": 336915, "homeNotional": 0.1012829169480081, "foreignNotional": 37.91525995948683}, {"timestamp": "2020-08-12T03:02:38.062Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fa5b9b6-49b4-5c4b-257a-cf0f147b6a16", "grossValue": 37435, "homeNotional": 0.011253657438667568, "foreignNotional": 4.212806662165204}]} 2020-08-12 06:02:38 DEBUG: message ignored 2020-08-12 06:02:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:38.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "95a0f46f-db10-818f-8b52-10ab11d2837a", "grossValue": 486655, "homeNotional": 0.14629754670267836, "foreignNotional": 54.766486608147645}]} 2020-08-12 06:02:38 DEBUG: message ignored 2020-08-12 06:02:38 DEBUG: check clearing time needed clearing_process_timer=38.594251 2020-08-12 06:02:38 DEBUG: check init order needed init_order_process_timer=138.594567 2020-08-12 06:02:39 DEBUG: check clearing time needed clearing_process_timer=39.595827 2020-08-12 06:02:39 DEBUG: check init order needed init_order_process_timer=139.596106 2020-08-12 06:02:40 DEBUG: check clearing time needed clearing_process_timer=40.597323 2020-08-12 06:02:40 DEBUG: check init order needed init_order_process_timer=140.597644 2020-08-12 06:02:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 374.3, "tickDirection": "MinusTick", "trdMatchID": "2a969f89-afa3-6f65-ee29-2958555b0972", "grossValue": 1384910, "homeNotional": 0.4163853252307, "foreignNotional": 155.853027233851}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "14d46c07-55d7-a00b-cfc2-d0c8d4b5de63", "grossValue": 262010, "homeNotional": 0.07877560207067297, "foreignNotional": 29.485707855052894}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 534, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1ff5547-40e4-334a-3e1a-2847116643d9", "grossValue": 19987620, "homeNotional": 6.009453072248481, "foreignNotional": 2249.338284942606}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 122, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "85929ef4-9843-5caf-bed7-b936f071cde4", "grossValue": 4566460, "homeNotional": 1.3729462075174432, "foreignNotional": 513.893765473779}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "4176f346-9bd9-bc4a-ea82-228fe4201aff", "grossValue": 1272620, "homeNotional": 0.38262435291469726, "foreignNotional": 143.21629529597118}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "35c36792-9887-268c-1d25-2c2e4eac1bff", "grossValue": 1796640, "homeNotional": 0.5401755570560433, "foreignNotional": 202.18771100607697}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "91361eec-a3e2-3548-ec73-eff2ffffc23c", "grossValue": 2620100, "homeNotional": 0.7877560207067297, "foreignNotional": 294.8570785505289}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "86d99c94-2fe4-42d6-6e64-e6540cb533ab", "grossValue": 1796640, "homeNotional": 0.5401755570560433, "foreignNotional": 202.18771100607697}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 121, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "55f7cf17-49ba-7a94-be70-78938a62f94f", "grossValue": 4529030, "homeNotional": 1.3616925500787755, "foreignNotional": 509.6815214944857}, {"timestamp": "2020-08-12T03:02:41.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 374.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "17a65130-404c-568e-9e81-87dc51caa9b3", "grossValue": 1796640, "homeNotional": 0.5401755570560433, "foreignNotional": 202.18771100607697}]} 2020-08-12 06:02:41 DEBUG: message ignored 2020-08-12 06:02:41 DEBUG: check clearing time needed clearing_process_timer=41.598826 2020-08-12 06:02:41 DEBUG: check init order needed init_order_process_timer=141.599095 2020-08-12 06:02:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:42.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.2, "tickDirection": "MinusTick", "trdMatchID": "79fad442-ea6e-39ff-ebe9-13e4e679c3cb", "grossValue": 1085180, "homeNotional": 0.32635606572135945, "foreignNotional": 122.12243979293271}]} 2020-08-12 06:02:42 DEBUG: message ignored 2020-08-12 06:02:42 DEBUG: check clearing time needed clearing_process_timer=42.600288 2020-08-12 06:02:42 DEBUG: check init order needed init_order_process_timer=142.600569 2020-08-12 06:02:43 DEBUG: check clearing time needed clearing_process_timer=43.601759 2020-08-12 06:02:43 DEBUG: check init order needed init_order_process_timer=143.602023 2020-08-12 06:02:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:43.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.15, "tickDirection": "MinusTick", "trdMatchID": "1ea85d4b-72e8-0cc5-ccfd-6fbc9757ae28", "grossValue": 1085035, "homeNotional": 0.32635606572135945, "foreignNotional": 122.10612198964664}]} 2020-08-12 06:02:43 DEBUG: message ignored 2020-08-12 06:02:44 DEBUG: check clearing time needed clearing_process_timer=44.603206 2020-08-12 06:02:44 DEBUG: check init order needed init_order_process_timer=144.603467 2020-08-12 06:02:45 DEBUG: check clearing time needed clearing_process_timer=45.604696 2020-08-12 06:02:45 DEBUG: check init order needed init_order_process_timer=145.604961 2020-08-12 06:02:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:46.444Z", "symbol": "ETHUSD", "side": "Buy", "size": 235, "price": 374.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "f77d5dc3-1ff7-5df5-48d6-59615feaea87", "grossValue": 8792525, "homeNotional": 2.6446094980868784, "foreignNotional": 989.4806437092055}]} 2020-08-12 06:02:46 DEBUG: message ignored 2020-08-12 06:02:46 DEBUG: check clearing time needed clearing_process_timer=46.606199 2020-08-12 06:02:46 DEBUG: check init order needed init_order_process_timer=146.606479 2020-08-12 06:02:47 DEBUG: check clearing time needed clearing_process_timer=47.607687 2020-08-12 06:02:47 DEBUG: check init order needed init_order_process_timer=147.607971 2020-08-12 06:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:48.466Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "69f70f5c-6f42-bd84-a460-73f57f1d0ba7", "grossValue": 3067620, "homeNotional": 0.9227999099707405, "foreignNotional": 345.21944632005403}, {"timestamp": "2020-08-12T03:02:48.466Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b0cf83d-8afc-f348-7baa-a0becc2dc658", "grossValue": 673380, "homeNotional": 0.2025658338960162, "foreignNotional": 75.77987846049966}]} 2020-08-12 06:02:48 DEBUG: message ignored 2020-08-12 06:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:48.520Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "db23c583-2420-e31d-19ed-703ca3f6ccda", "grossValue": 411565, "homeNotional": 0.12379023182534324, "foreignNotional": 46.31611523745217}]} 2020-08-12 06:02:48 DEBUG: message ignored 2020-08-12 06:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:48.523Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d606528-91c2-d462-be8d-bddfd074444c", "grossValue": 374150, "homeNotional": 0.11253657438667566, "foreignNotional": 42.1055593067747}]} 2020-08-12 06:02:48 DEBUG: message ignored 2020-08-12 06:02:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:48.526Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebe38f0d-8fab-9c51-49f5-a240eecb7bd0", "grossValue": 486395, "homeNotional": 0.14629754670267836, "foreignNotional": 54.73722709880711}]} 2020-08-12 06:02:48 DEBUG: message ignored 2020-08-12 06:02:48 DEBUG: check clearing time needed clearing_process_timer=48.60919 2020-08-12 06:02:48 DEBUG: check init order needed init_order_process_timer=148.60945 2020-08-12 06:02:49 DEBUG: check clearing time needed clearing_process_timer=49.610657 2020-08-12 06:02:49 DEBUG: check init order needed init_order_process_timer=149.610939 2020-08-12 06:02:50 DEBUG: check clearing time needed clearing_process_timer=50.612152 2020-08-12 06:02:50 DEBUG: check init order needed init_order_process_timer=150.612468 2020-08-12 06:02:51 DEBUG: check clearing time needed clearing_process_timer=51.613736 2020-08-12 06:02:51 DEBUG: check init order needed init_order_process_timer=151.614028 2020-08-12 06:02:52 DEBUG: check clearing time needed clearing_process_timer=52.615208 2020-08-12 06:02:52 DEBUG: check init order needed init_order_process_timer=152.615466 2020-08-12 06:02:53 DEBUG: check clearing time needed clearing_process_timer=53.616758 2020-08-12 06:02:53 DEBUG: check init order needed init_order_process_timer=153.617062 2020-08-12 06:02:54 DEBUG: check clearing time needed clearing_process_timer=54.618304 2020-08-12 06:02:54 DEBUG: check init order needed init_order_process_timer=154.618572 2020-08-12 06:02:55 DEBUG: check clearing time needed clearing_process_timer=55.61979 2020-08-12 06:02:55 DEBUG: check init order needed init_order_process_timer=155.620101 2020-08-12 06:02:56 DEBUG: check clearing time needed clearing_process_timer=56.621301 2020-08-12 06:02:56 DEBUG: check init order needed init_order_process_timer=156.621556 2020-08-12 06:02:57 DEBUG: check clearing time needed clearing_process_timer=57.622789 2020-08-12 06:02:57 DEBUG: check init order needed init_order_process_timer=157.623103 2020-08-12 06:02:58 DEBUG: check clearing time needed clearing_process_timer=58.624355 2020-08-12 06:02:58 DEBUG: check init order needed init_order_process_timer=158.624708 2020-08-12 06:02:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:02:58.779Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 374.1, "tickDirection": "MinusTick", "trdMatchID": "c1925059-d6cd-941d-2eff-1694e88ab52d", "grossValue": 1159710, "homeNotional": 0.3488633805986946, "foreignNotional": 130.50979068197165}, {"timestamp": "2020-08-12T03:02:58.779Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "961ec6e2-07b9-fe7c-96c4-1aa4b1a52c35", "grossValue": 5012940, "homeNotional": 1.507990096781454, "foreignNotional": 564.1390952059419}, {"timestamp": "2020-08-12T03:02:58.779Z", "symbol": "ETHUSD", "side": "Sell", "size": 93, "price": 374.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e639eeb-e289-cca1-e6fd-95a1be616271", "grossValue": 3479130, "homeNotional": 1.0465901417960837, "foreignNotional": 391.5293720459149}]} 2020-08-12 06:02:58 DEBUG: message ignored 2020-08-12 06:02:59 DEBUG: check clearing time needed clearing_process_timer=59.625983 2020-08-12 06:02:59 DEBUG: check init order needed init_order_process_timer=159.62625 2020-08-12 06:03:00 DEBUG: check clearing time needed clearing_process_timer=60.627423 2020-08-12 06:03:00 DEBUG: check init order needed init_order_process_timer=160.627719 2020-08-12 06:03:01 DEBUG: check clearing time needed clearing_process_timer=61.630623 2020-08-12 06:03:01 DEBUG: check init order needed init_order_process_timer=161.636814 2020-08-12 06:03:02 DEBUG: check clearing time needed clearing_process_timer=62.638142 2020-08-12 06:03:02 DEBUG: check init order needed init_order_process_timer=162.63837 2020-08-12 06:03:03 DEBUG: check clearing time needed clearing_process_timer=63.639332 2020-08-12 06:03:03 DEBUG: check init order needed init_order_process_timer=163.639569 2020-08-12 06:03:04 DEBUG: check clearing time needed clearing_process_timer=64.640456 2020-08-12 06:03:04 DEBUG: check init order needed init_order_process_timer=164.640747 2020-08-12 06:03:05 DEBUG: check clearing time needed clearing_process_timer=65.641217 2020-08-12 06:03:05 DEBUG: check init order needed init_order_process_timer=165.641446 2020-08-12 06:03:06 DEBUG: check clearing time needed clearing_process_timer=66.642364 2020-08-12 06:03:06 DEBUG: check init order needed init_order_process_timer=166.642609 2020-08-12 06:03:07 DEBUG: check clearing time needed clearing_process_timer=67.643502 2020-08-12 06:03:07 DEBUG: check init order needed init_order_process_timer=167.643724 2020-08-12 06:03:08 DEBUG: check clearing time needed clearing_process_timer=68.644654 2020-08-12 06:03:08 DEBUG: check init order needed init_order_process_timer=168.64493 2020-08-12 06:03:09 DEBUG: check clearing time needed clearing_process_timer=69.646118 2020-08-12 06:03:09 DEBUG: check init order needed init_order_process_timer=169.646438 2020-08-12 06:03:10 DEBUG: check clearing time needed clearing_process_timer=70.647584 2020-08-12 06:03:10 DEBUG: check init order needed init_order_process_timer=170.647815 2020-08-12 06:03:11 DEBUG: check clearing time needed clearing_process_timer=71.648963 2020-08-12 06:03:11 DEBUG: check init order needed init_order_process_timer=171.649244 2020-08-12 06:03:12 DEBUG: check clearing time needed clearing_process_timer=72.650399 2020-08-12 06:03:12 DEBUG: check init order needed init_order_process_timer=172.650624 2020-08-12 06:03:13 DEBUG: check clearing time needed clearing_process_timer=73.651798 2020-08-12 06:03:13 DEBUG: check init order needed init_order_process_timer=173.65209 2020-08-12 06:03:14 DEBUG: check clearing time needed clearing_process_timer=74.653088 2020-08-12 06:03:14 DEBUG: check init order needed init_order_process_timer=174.653372 2020-08-12 06:03:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:15.027Z", "symbol": "ETHUSD", "side": "Buy", "size": 145, "price": 374.15, "tickDirection": "PlusTick", "trdMatchID": "92acd9b0-8df5-b8cb-7579-3a720136b5ec", "grossValue": 5425175, "homeNotional": 1.6321476812246736, "foreignNotional": 610.6680549302116}, {"timestamp": "2020-08-12T03:03:15.027Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.2, "tickDirection": "PlusTick", "trdMatchID": "ac47ac26-957c-1322-3fc0-9cbfe76f346a", "grossValue": 374200, "homeNotional": 0.11256190904997748, "foreignNotional": 42.120666366501574}]} 2020-08-12 06:03:15 DEBUG: message ignored 2020-08-12 06:03:15 DEBUG: check clearing time needed clearing_process_timer=75.654529 2020-08-12 06:03:15 DEBUG: check init order needed init_order_process_timer=175.65482 2020-08-12 06:03:16 DEBUG: check clearing time needed clearing_process_timer=76.656004 2020-08-12 06:03:16 DEBUG: check init order needed init_order_process_timer=176.656253 2020-08-12 06:03:17 DEBUG: check clearing time needed clearing_process_timer=77.657126 2020-08-12 06:03:17 DEBUG: check init order needed init_order_process_timer=177.657353 2020-08-12 06:03:18 DEBUG: check clearing time needed clearing_process_timer=78.658504 2020-08-12 06:03:18 DEBUG: check init order needed init_order_process_timer=178.658773 2020-08-12 06:03:19 DEBUG: check clearing time needed clearing_process_timer=79.659941 2020-08-12 06:03:19 DEBUG: check init order needed init_order_process_timer=179.660171 2020-08-12 06:03:20 DEBUG: check clearing time needed clearing_process_timer=80.661101 2020-08-12 06:03:20 DEBUG: check init order needed init_order_process_timer=180.661394 2020-08-12 06:03:21 DEBUG: check clearing time needed clearing_process_timer=81.662622 2020-08-12 06:03:21 DEBUG: check init order needed init_order_process_timer=181.662852 2020-08-12 06:03:22 DEBUG: check clearing time needed clearing_process_timer=82.664004 2020-08-12 06:03:22 DEBUG: check init order needed init_order_process_timer=182.66425 2020-08-12 06:03:23 DEBUG: check clearing time needed clearing_process_timer=83.665407 2020-08-12 06:03:23 DEBUG: check init order needed init_order_process_timer=183.665706 2020-08-12 06:03:24 DEBUG: check clearing time needed clearing_process_timer=84.66688 2020-08-12 06:03:24 DEBUG: check init order needed init_order_process_timer=184.667127 2020-08-12 06:03:25 DEBUG: check clearing time needed clearing_process_timer=85.668304 2020-08-12 06:03:25 DEBUG: check init order needed init_order_process_timer=185.668629 2020-08-12 06:03:26 DEBUG: check clearing time needed clearing_process_timer=86.669524 2020-08-12 06:03:26 DEBUG: check init order needed init_order_process_timer=186.669818 2020-08-12 06:03:27 DEBUG: check clearing time needed clearing_process_timer=87.671125 2020-08-12 06:03:27 DEBUG: check init order needed init_order_process_timer=187.671403 2020-08-12 06:03:28 DEBUG: check clearing time needed clearing_process_timer=88.672575 2020-08-12 06:03:28 DEBUG: check init order needed init_order_process_timer=188.672832 2020-08-12 06:03:29 DEBUG: check clearing time needed clearing_process_timer=89.674009 2020-08-12 06:03:29 DEBUG: check init order needed init_order_process_timer=189.674283 2020-08-12 06:03:30 DEBUG: check clearing time needed clearing_process_timer=90.675535 2020-08-12 06:03:30 DEBUG: check init order needed init_order_process_timer=190.67587 2020-08-12 06:03:31 DEBUG: check clearing time needed clearing_process_timer=91.677088 2020-08-12 06:03:31 DEBUG: check init order needed init_order_process_timer=191.677377 2020-08-12 06:03:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:31.873Z", "symbol": "ETHUSD", "side": "Sell", "size": 245, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8469472-3784-0e4c-9c6e-6052105d47f4", "grossValue": 9167900, "homeNotional": 2.7583877505066425, "foreignNotional": 1032.1886962395856}, {"timestamp": "2020-08-12T03:03:31.873Z", "symbol": "ETHUSD", "side": "Sell", "size": 156, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "6193964f-dfad-528e-2a78-87ace138a703", "grossValue": 5837520, "homeNotional": 1.7563611799144336, "foreignNotional": 657.2303535239811}]} 2020-08-12 06:03:31 DEBUG: message ignored 2020-08-12 06:03:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:31.939Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "576e8fed-c358-634c-3e2d-9d8ac12f7c55", "grossValue": 14743480, "homeNotional": 4.435937851835172, "foreignNotional": 1659.9279441567214}]} 2020-08-12 06:03:31 DEBUG: message ignored 2020-08-12 06:03:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:32.008Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7bb18255-042d-1a6c-ff59-e6260de65191", "grossValue": 14743480, "homeNotional": 4.435937851835172, "foreignNotional": 1659.9279441567214}]} 2020-08-12 06:03:32 DEBUG: message ignored 2020-08-12 06:03:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:32.082Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "50a58f3c-8ea5-3acd-c7bd-f3eea8e56f25", "grossValue": 14743480, "homeNotional": 4.435937851835172, "foreignNotional": 1659.9279441567214}]} 2020-08-12 06:03:32 DEBUG: message ignored 2020-08-12 06:03:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:32.150Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a08c78e-4406-a58b-948f-3767f8575594", "grossValue": 15005420, "homeNotional": 4.514748930421076, "foreignNotional": 1689.4190497635668}]} 2020-08-12 06:03:32 DEBUG: message ignored 2020-08-12 06:03:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:32.222Z", "symbol": "ETHUSD", "side": "Sell", "size": 261, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "34b0850b-fa68-01e4-855a-e81a65c4c609", "grossValue": 9766620, "homeNotional": 2.938527358702995, "foreignNotional": 1099.5969376266607}, {"timestamp": "2020-08-12T03:03:32.222Z", "symbol": "ETHUSD", "side": "Sell", "size": 140, "price": 374.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "6c166471-b1bf-87c7-7853-5506261a6bd9", "grossValue": 5238800, "homeNotional": 1.5762215717180814, "foreignNotional": 589.8221121369061}]} 2020-08-12 06:03:32 DEBUG: message ignored 2020-08-12 06:03:32 DEBUG: check clearing time needed clearing_process_timer=92.678573 2020-08-12 06:03:32 DEBUG: check init order needed init_order_process_timer=192.678848 2020-08-12 06:03:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:32.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.25, "tickDirection": "PlusTick", "trdMatchID": "fc4437f7-b07c-81b2-f229-5d52df69d77c", "grossValue": 15007425, "homeNotional": 4.514748930421076, "foreignNotional": 1689.6447872100878}, {"timestamp": "2020-08-12T03:03:32.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "351ba552-a41b-19fc-b982-dfa46777ac9d", "grossValue": 15007425, "homeNotional": 4.514748930421076, "foreignNotional": 1689.6447872100878}, {"timestamp": "2020-08-12T03:03:32.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "179e8dc8-fbd1-c6ea-db6b-571c1cd01f14", "grossValue": 15007425, "homeNotional": 4.514748930421076, "foreignNotional": 1689.6447872100878}, {"timestamp": "2020-08-12T03:03:32.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fceb4c0-d8b0-2d55-2e8c-29acf292dddc", "grossValue": 14745450, "homeNotional": 4.435937851835172, "foreignNotional": 1660.1497410493132}, {"timestamp": "2020-08-12T03:03:32.927Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "203ec247-5c52-290b-d0f5-4ccc9ec77791", "grossValue": 187125, "homeNotional": 0.056293627561360055, "foreignNotional": 21.067890114839}]} 2020-08-12 06:03:32 DEBUG: message ignored 2020-08-12 06:03:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:33.559Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.3, "tickDirection": "PlusTick", "trdMatchID": "b3b7d38d-2e64-2b41-d414-a43ac4950772", "grossValue": 1122900, "homeNotional": 0.3377617653681603, "foreignNotional": 126.4242287773024}]} 2020-08-12 06:03:33 DEBUG: message ignored 2020-08-12 06:03:33 DEBUG: check clearing time needed clearing_process_timer=93.680011 2020-08-12 06:03:33 DEBUG: check init order needed init_order_process_timer=193.680254 2020-08-12 06:03:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:33.653Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.35, "tickDirection": "PlusTick", "trdMatchID": "73a052a9-70a5-1ee9-117f-d1dcc08839a5", "grossValue": 112305, "homeNotional": 0.033776176536816034, "foreignNotional": 12.644111686557082}, {"timestamp": "2020-08-12T03:03:33.653Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e65ef150-6fb1-0d20-c0e6-fea2bbcc42cc", "grossValue": 1123050, "homeNotional": 0.3377617653681603, "foreignNotional": 126.44111686557082}]} 2020-08-12 06:03:33 DEBUG: message ignored 2020-08-12 06:03:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:34.393Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "dbec2667-6b13-ca1c-7e94-0aa9b5e05705", "grossValue": 15011435, "homeNotional": 4.514748930421076, "foreignNotional": 1690.09626210313}]} 2020-08-12 06:03:34 DEBUG: message ignored 2020-08-12 06:03:34 DEBUG: check clearing time needed clearing_process_timer=94.681414 2020-08-12 06:03:34 DEBUG: check init order needed init_order_process_timer=194.681707 2020-08-12 06:03:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:34.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 2391, "price": 374.4, "tickDirection": "PlusTick", "trdMatchID": "9275a379-e6ed-4e13-2a5c-9c0f778ae031", "grossValue": 89519040, "homeNotional": 26.91961269984238, "foreignNotional": 10078.702994820986}, {"timestamp": "2020-08-12T03:03:34.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "80e8ae7d-07ce-8088-0b8c-654306fe6dc1", "grossValue": 224640, "homeNotional": 0.06755235307363207, "foreignNotional": 25.291600990767844}, {"timestamp": "2020-08-12T03:03:34.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "562cb9cb-a5a4-fd0b-bd9d-b1ad48265cd4", "grossValue": 7488000, "homeNotional": 2.251745102454402, "foreignNotional": 843.0533663589282}, {"timestamp": "2020-08-12T03:03:34.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 1408, "price": 374.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3d1b63b-734e-7155-912f-08bddc987a38", "grossValue": 52715520, "homeNotional": 15.852285521278992, "foreignNotional": 5935.0956991668545}]} 2020-08-12 06:03:34 DEBUG: message ignored 2020-08-12 06:03:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:34.975Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.45, "tickDirection": "PlusTick", "trdMatchID": "4edc20ef-3871-ba2f-02ee-2ebab80bca57", "grossValue": 1123350, "homeNotional": 0.3377617653681603, "foreignNotional": 126.47489304210764}, {"timestamp": "2020-08-12T03:03:34.975Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "df3ae00a-e862-66a7-ab68-f80e9a922602", "grossValue": 37445, "homeNotional": 0.01125872551227201, "foreignNotional": 4.215829768070255}, {"timestamp": "2020-08-12T03:03:34.975Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "df08084a-f4e7-7ede-af36-704b6530726e", "grossValue": 224670, "homeNotional": 0.06755235307363207, "foreignNotional": 25.294978608421527}, {"timestamp": "2020-08-12T03:03:34.975Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "95cc5097-dab9-1d4e-50e8-40af0bac500d", "grossValue": 187225, "homeNotional": 0.056293627561360055, "foreignNotional": 21.079148840351273}]} 2020-08-12 06:03:34 DEBUG: message ignored 2020-08-12 06:03:35 DEBUG: check clearing time needed clearing_process_timer=95.682872 2020-08-12 06:03:35 DEBUG: check init order needed init_order_process_timer=195.683132 2020-08-12 06:03:36 DEBUG: check clearing time needed clearing_process_timer=96.684356 2020-08-12 06:03:36 DEBUG: check init order needed init_order_process_timer=196.684662 2020-08-12 06:03:37 DEBUG: check clearing time needed clearing_process_timer=97.685878 2020-08-12 06:03:37 DEBUG: check init order needed init_order_process_timer=197.686119 2020-08-12 06:03:38 DEBUG: check clearing time needed clearing_process_timer=98.687275 2020-08-12 06:03:38 DEBUG: check init order needed init_order_process_timer=198.687536 2020-08-12 06:03:39 DEBUG: check clearing time needed clearing_process_timer=99.688707 2020-08-12 06:03:39 DEBUG: check init order needed init_order_process_timer=199.688957 2020-08-12 06:03:40 DEBUG: check clearing time needed clearing_process_timer=100.690198 2020-08-12 06:03:40 DEBUG: check init order needed init_order_process_timer=200.690458 2020-08-12 06:03:41 DEBUG: check clearing time needed clearing_process_timer=101.691652 2020-08-12 06:03:41 DEBUG: check init order needed init_order_process_timer=201.692202 2020-08-12 06:03:42 DEBUG: check clearing time needed clearing_process_timer=102.693094 2020-08-12 06:03:42 DEBUG: check init order needed init_order_process_timer=202.693378 2020-08-12 06:03:43 DEBUG: check clearing time needed clearing_process_timer=103.69456 2020-08-12 06:03:43 DEBUG: check init order needed init_order_process_timer=203.69485 2020-08-12 06:03:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:44.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.5, "tickDirection": "PlusTick", "trdMatchID": "f862672e-faf3-e359-4eb5-48a8623f3cb8", "grossValue": 1123500, "homeNotional": 0.3377617653681603, "foreignNotional": 126.49178113037604}, {"timestamp": "2020-08-12T03:03:44.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ccc89af-287b-1e77-a5a4-531e63b33d63", "grossValue": 3745000, "homeNotional": 1.125872551227201, "foreignNotional": 421.6392704345868}, {"timestamp": "2020-08-12T03:03:44.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 113, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "284e2015-c58d-1be2-0741-fdf8206350ef", "grossValue": 4231850, "homeNotional": 1.2722359828867371, "foreignNotional": 476.45237559108307}]} 2020-08-12 06:03:44 DEBUG: message ignored 2020-08-12 06:03:44 DEBUG: check clearing time needed clearing_process_timer=104.696026 2020-08-12 06:03:44 DEBUG: check init order needed init_order_process_timer=204.696288 2020-08-12 06:03:45 DEBUG: check clearing time needed clearing_process_timer=105.697069 2020-08-12 06:03:45 DEBUG: check init order needed init_order_process_timer=205.697347 2020-08-12 06:03:46 DEBUG: check clearing time needed clearing_process_timer=106.69857 2020-08-12 06:03:46 DEBUG: check init order needed init_order_process_timer=206.698813 2020-08-12 06:03:47 DEBUG: check clearing time needed clearing_process_timer=107.699988 2020-08-12 06:03:47 DEBUG: check init order needed init_order_process_timer=207.700311 2020-08-12 06:03:48 DEBUG: check clearing time needed clearing_process_timer=108.701078 2020-08-12 06:03:48 DEBUG: check init order needed init_order_process_timer=208.701407 2020-08-12 06:03:49 DEBUG: check clearing time needed clearing_process_timer=109.702568 2020-08-12 06:03:49 DEBUG: check init order needed init_order_process_timer=209.702862 2020-08-12 06:03:50 DEBUG: check clearing time needed clearing_process_timer=110.704111 2020-08-12 06:03:50 DEBUG: check init order needed init_order_process_timer=210.704363 2020-08-12 06:03:51 DEBUG: check clearing time needed clearing_process_timer=111.705073 2020-08-12 06:03:51 DEBUG: check init order needed init_order_process_timer=211.705352 2020-08-12 06:03:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:51.790Z", "symbol": "ETHUSD", "side": "Buy", "size": 187, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca05b281-872e-249f-c775-edcef744fa88", "grossValue": 7003150, "homeNotional": 2.105381670794866, "foreignNotional": 788.4654357126773}, {"timestamp": "2020-08-12T03:03:51.790Z", "symbol": "ETHUSD", "side": "Buy", "size": 3070, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "89374443-c1e3-2924-9001-c30a8e1b612e", "grossValue": 114971500, "homeNotional": 34.56428732267507, "foreignNotional": 12944.325602341814}]} 2020-08-12 06:03:51 DEBUG: message ignored 2020-08-12 06:03:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 6930, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7c7bbef-531c-9c0b-dcc2-380a871485b7", "grossValue": 259528500, "homeNotional": 78.02296780004504, "foreignNotional": 29219.601441116865}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "b589501b-338c-569b-c2e7-ae25219ffeab", "grossValue": 224700000, "homeNotional": 67.55235307363206, "foreignNotional": 25298.356226075208}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7ff6f80-e4b2-8c7e-8d85-dfef327bd919", "grossValue": 14755300, "homeNotional": 4.435937851835172, "foreignNotional": 1661.2587255122721}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "4e505131-368e-ced8-ee4a-4fe86fa5b332", "grossValue": 15017450, "homeNotional": 4.514748930421076, "foreignNotional": 1690.773474442693}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "442177fe-b02a-686b-2380-331da9a882e6", "grossValue": 187275, "homeNotional": 0.056293627561360055, "foreignNotional": 21.08477820310741}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "010ecabb-a3d4-e127-c808-3855e7a8778a", "grossValue": 149820, "homeNotional": 0.04503490204908804, "foreignNotional": 16.867822562485927}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 1290, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "99f4e1ea-3374-6434-1e85-83414aed49ac", "grossValue": 48316950, "homeNotional": 14.523755910830895, "foreignNotional": 5439.872776401711}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 8710, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "592e94c9-4de1-e068-ca82-96750159afd5", "grossValue": 326233050, "homeNotional": 98.06349921188921, "foreignNotional": 36729.6836298131}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3c3a1b57-32b3-9d62-9ebb-88f39706689a", "grossValue": 14757270, "homeNotional": 4.435937851835172, "foreignNotional": 1661.4805224048637}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "b88c085e-4f4b-6268-5649-3d258f83e7d0", "grossValue": 15019455, "homeNotional": 4.514748930421076, "foreignNotional": 1690.9992118892142}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "d44ac0b3-627e-972f-2d5f-55dac62eb577", "grossValue": 14757270, "homeNotional": 4.435937851835172, "foreignNotional": 1661.4805224048637}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "04dc6664-18e6-5dd1-edb3-c7674247b9f6", "grossValue": 15019455, "homeNotional": 4.514748930421076, "foreignNotional": 1690.9992118892142}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b826b7c-02b9-10c3-5780-bf470018604b", "grossValue": 14757270, "homeNotional": 4.435937851835172, "foreignNotional": 1661.4805224048637}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "40a3d912-978a-86f5-06c6-971ef0ab6f06", "grossValue": 15019455, "homeNotional": 4.514748930421076, "foreignNotional": 1690.9992118892142}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "6391c924-29b0-122a-be6a-2276c27fadab", "grossValue": 14757270, "homeNotional": 4.435937851835172, "foreignNotional": 1661.4805224048637}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f11598fc-67e4-2f7b-3690-c4849b13e1f9", "grossValue": 15019455, "homeNotional": 4.514748930421076, "foreignNotional": 1690.9992118892142}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0caa2d58-2271-6a07-54d5-38dc52c126d7", "grossValue": 14757270, "homeNotional": 4.435937851835172, "foreignNotional": 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374.6, "tickDirection": "PlusTick", "trdMatchID": "2df5b8a0-3e0b-52f3-b7ba-4b47466605f7", "grossValue": 1123800, "homeNotional": 0.3377617653681603, "foreignNotional": 126.52555730691286}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "284d4449-9728-3cd8-610e-f099760f6a9d", "grossValue": 37460000, "homeNotional": 11.258725512272012, "foreignNotional": 4217.518576897095}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "d31c5087-2fb8-9cd8-9a70-50e4b67e001f", "grossValue": 14759240, "homeNotional": 4.435937851835172, "foreignNotional": 1661.7023192974555}, {"timestamp": "2020-08-12T03:03:51.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 96, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd7bcb37-dde0-c023-10d5-39c9c2328bac", "grossValue": 3596160, "homeNotional": 1.080837649178113, "foreignNotional": 404.88178338212117}]} 2020-08-12 06:03:51 DEBUG: message ignored 2020-08-12 06:03:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 305, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "22fe4f43-6fe8-fb52-7c42-eb5e97ee324d", "grossValue": 11425300, "homeNotional": 3.4339112812429633, "foreignNotional": 1286.343165953614}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "72eb0dff-2701-e017-db46-c05ac1063846", "grossValue": 14759240, "homeNotional": 4.435937851835172, "foreignNotional": 1661.7023192974555}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6f52980-baf3-6dc8-a049-00cdf1040f86", "grossValue": 15021460, "homeNotional": 4.514748930421076, "foreignNotional": 1691.2249493357351}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "8985cbdf-2b32-e245-1d94-f047d744dca8", "grossValue": 112395, "homeNotional": 0.033776176536816034, "foreignNotional": 12.654244539518126}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "de75d02a-489c-91ee-dfa6-9f819c4aca20", "grossValue": 37465, "homeNotional": 0.01125872551227201, "foreignNotional": 4.2180815131727085}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "9526f95b-0ee1-a0db-f832-814850fbcdc8", "grossValue": 112395, "homeNotional": 0.033776176536816034, "foreignNotional": 12.654244539518126}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff76fbd4-b62e-38fc-8f7d-1c6b8463c33c", "grossValue": 374650, "homeNotional": 0.11258725512272011, "foreignNotional": 42.18081513172709}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc5367d8-15ae-85d4-8f3b-9f7480e619bd", "grossValue": 262255, "homeNotional": 0.07881107858590408, "foreignNotional": 29.526570592208962}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5b180ae1-bfbd-c557-608c-bf4e1d52daed", "grossValue": 280987500, "homeNotional": 84.44044134204007, "foreignNotional": 31635.611348795315}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ebdd55a-ed8b-8997-24bc-6e6aaec999dc", "grossValue": 14761210, "homeNotional": 4.435937851835172, "foreignNotional": 1661.9241161900472}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "0ccecac6-24e3-4aa5-d70b-7ddb93bb82b3", "grossValue": 37470, "homeNotional": 0.01125872551227201, "foreignNotional": 4.218644449448322}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "30d3223c-8452-352f-411b-a94efa60f26d", "grossValue": 7494000, "homeNotional": 2.251745102454402, "foreignNotional": 843.7288898896645}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "9cb1a164-6243-0e14-680b-82520213a202", "grossValue": 7494000, "homeNotional": 2.251745102454402, "foreignNotional": 843.7288898896645}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 5191, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "c27ffd62-d8fd-41eb-9686-7f459858cc75", "grossValue": 194506770, "homeNotional": 58.444044134204006, "foreignNotional": 21898.983337086243}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 7500, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7764e037-8507-532d-28d3-906690eea12a", "grossValue": 281025000, "homeNotional": 84.44044134204007, "foreignNotional": 31639.83337086242}, {"timestamp": "2020-08-12T03:03:51.806Z", "symbol": "ETHUSD", "side": "Buy", "size": 8973, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "fe26e445-e6e4-9002-9576-7d346e0bb7d8", "grossValue": 336218310, "homeNotional": 101.02454402161675, "foreignNotional": 37853.896644899796}]} 2020-08-12 06:03:51 DEBUG: message ignored 2020-08-12 06:03:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:51.818Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "8b25f3eb-22fb-10c9-efd0-a9fca9e9bc22", "grossValue": 1124250, "homeNotional": 0.3377617653681603, "foreignNotional": 126.57622157171808}, {"timestamp": "2020-08-12T03:03:51.818Z", "symbol": "ETHUSD", "side": "Buy", "size": 1470, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "3274a38d-cd3b-73db-fadd-10028cca5b54", "grossValue": 55088250, "homeNotional": 16.550326503039855, "foreignNotional": 6202.234857014186}]} 2020-08-12 06:03:51 DEBUG: message ignored 2020-08-12 06:03:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:51.939Z", "symbol": "ETHUSD", "side": "Buy", "size": 248, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "5796a519-61e9-adc7-9a9d-6c44399cef40", "grossValue": 9291320, "homeNotional": 2.792163927043459, "foreignNotional": 1046.0842152668317}]} 2020-08-12 06:03:51 DEBUG: message ignored 2020-08-12 06:03:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "8055e96f-2dea-1f84-8b93-d8dfc15d1f9a", "grossValue": 18735000, "homeNotional": 5.629362756136006, "foreignNotional": 2109.322224724161}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 1530, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "d63afc24-a000-4d42-2902-7296fce228fa", "grossValue": 57336750, "homeNotional": 17.225850033776176, "foreignNotional": 6455.387300157622}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "57d7456f-8753-6a00-553f-3f0a811f13a4", "grossValue": 7495000, "homeNotional": 2.251745102454402, "foreignNotional": 843.8414771447872}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "b52f9201-376f-7021-4ad8-d3b7abf16728", "grossValue": 7495000, "homeNotional": 2.251745102454402, "foreignNotional": 843.8414771447872}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d782f1e9-90ef-a39a-ef60-d2a07ce65d6d", "grossValue": 112425, "homeNotional": 0.033776176536816034, "foreignNotional": 12.657622157171808}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "5f09dd85-fe26-5675-f3a5-c9cba558a1e7", "grossValue": 1124400, "homeNotional": 0.3377617653681603, "foreignNotional": 126.5931096599865}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "24fffd03-98ab-6f75-9375-c79c111fdd7f", "grossValue": 1874000, "homeNotional": 0.5629362756136005, "foreignNotional": 210.9885160999775}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "9b7b151a-f80a-beca-735f-a416f348a2fb", "grossValue": 7496000, "homeNotional": 2.251745102454402, "foreignNotional": 843.95406439991}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "27583762-394a-81c6-06e0-503242baca12", "grossValue": 187425, "homeNotional": 0.056293627561360055, "foreignNotional": 21.101666291375818}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "277e3c71-5849-353c-261e-9dc105e45bdb", "grossValue": 1274490, "homeNotional": 0.3827966674172484, "foreignNotional": 143.49133078135554}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7a78a95-d07b-5771-19bf-0ac1d1af090d", "grossValue": 7497000, "homeNotional": 2.251745102454402, "foreignNotional": 844.0666516550326}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc4b96d5-0aa8-e001-f153-5c3d774fcbeb", "grossValue": 7497000, "homeNotional": 2.251745102454402, "foreignNotional": 844.0666516550326}, {"timestamp": "2020-08-12T03:03:52.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 747, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e76df08-33fd-7a98-6932-0b2f5bbc86d1", "grossValue": 28001295, "homeNotional": 8.410267957667193, "foreignNotional": 3152.588943931547}]} 2020-08-12 06:03:52 DEBUG: message ignored 2020-08-12 06:03:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:52.238Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "94478c2e-fc05-f9fb-69da-628374f85591", "grossValue": 1986705, "homeNotional": 0.5967124521504166, "foreignNotional": 223.67766268858367}]} 2020-08-12 06:03:52 DEBUG: message ignored 2020-08-12 06:03:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "1761610f-32b1-8365-4a26-685bcb63eb36", "grossValue": 1124700, "homeNotional": 0.3377617653681603, "foreignNotional": 126.6268858365233}, {"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 1444, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4bbf3e9-a88f-a5c3-1f08-a592252b0a64", "grossValue": 54135560, "homeNotional": 16.257599639720784, "foreignNotional": 6094.974104931322}, {"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "cb9bd3fa-493d-f9c8-9a47-9e0bf58c2d15", "grossValue": 1124850, "homeNotional": 0.3377617653681603, "foreignNotional": 126.64377392479172}, {"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a1e0306-d774-2d33-7d55-d9502705df55", "grossValue": 37495, "homeNotional": 0.01125872551227201, "foreignNotional": 4.22145913082639}, {"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab5d12d6-da08-d21d-da79-e4d38eb25639", "grossValue": 14998000, "homeNotional": 4.503490204908804, "foreignNotional": 1688.583652330556}, {"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 1748, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7c1cd5b-3a8e-6d17-5d83-7e1f20a2e5d7", "grossValue": 65541260, "homeNotional": 19.680252195451477, "foreignNotional": 7379.11056068453}, {"timestamp": "2020-08-12T03:03:52.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 4167, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "148eb06e-c70a-f9df-36ef-912bd587d1ec", "grossValue": 156241665, "homeNotional": 46.91510920963747, "foreignNotional": 17590.820198153568}]} 2020-08-12 06:03:52 DEBUG: message ignored 2020-08-12 06:03:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:52.341Z", "symbol": "ETHUSD", "side": "Buy", "size": 235, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "1d377d4d-c264-1f98-c397-6d009cda85d2", "grossValue": 8810150, "homeNotional": 2.6458004953839227, "foreignNotional": 991.9106057194325}]} 2020-08-12 06:03:52 DEBUG: message ignored 2020-08-12 06:03:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:52.644Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "683c4028-7c80-5f9b-571f-ab407ab8c80d", "grossValue": 93737500, "homeNotional": 28.146813780680027, "foreignNotional": 10553.647827065975}]} 2020-08-12 06:03:52 DEBUG: message ignored 2020-08-12 06:03:52 DEBUG: check clearing time needed clearing_process_timer=112.706531 2020-08-12 06:03:52 DEBUG: check init order needed init_order_process_timer=212.706893 2020-08-12 06:03:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:53.209Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb55a8c4-6565-3c5e-2065-8bd5d9752bfb", "grossValue": 374950, "homeNotional": 0.11258725512272011, "foreignNotional": 42.214591308263905}, {"timestamp": "2020-08-12T03:03:53.209Z", "symbol": "ETHUSD", "side": "Buy", "size": 90, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "964518ad-3ee3-870c-7c0a-04752a6db545", "grossValue": 3374550, "homeNotional": 1.013285296104481, "foreignNotional": 379.93132177437514}]} 2020-08-12 06:03:53 DEBUG: message ignored 2020-08-12 06:03:53 DEBUG: check clearing time needed clearing_process_timer=113.708134 2020-08-12 06:03:53 DEBUG: check init order needed init_order_process_timer=213.708393 2020-08-12 06:03:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "bae5a07e-c0dd-d317-180b-f9bc6844919f", "grossValue": 1650000, "homeNotional": 0.4953839225399685, "foreignNotional": 185.7689709524882}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "8cd3126d-8976-6536-eaba-f45cae85c37e", "grossValue": 8062500, "homeNotional": 2.420625985138482, "foreignNotional": 907.7347444269309}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "b68d6ae2-9731-fbc4-1cf0-ab7a5ebe41ef", "grossValue": 37500, "homeNotional": 0.01125872551227201, "foreignNotional": 4.222022067102004}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "5273dbf6-e9a9-c9f6-7cee-b1d36a9dcfee", "grossValue": 750000, "homeNotional": 0.22517451024544022, "foreignNotional": 84.44044134204007}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "a06e51da-3c7d-efa1-22a9-2e5605493794", "grossValue": 37500, "homeNotional": 0.01125872551227201, "foreignNotional": 4.222022067102004}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "045e2ceb-4e8d-a788-3296-28816fc27ec6", "grossValue": 11250000, "homeNotional": 3.3776176536816034, "foreignNotional": 1266.6066201306012}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0458992-67b0-299a-655d-7a9d03fe008e", "grossValue": 8062500, "homeNotional": 2.420625985138482, "foreignNotional": 907.7347444269309}, {"timestamp": "2020-08-12T03:03:54.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 204, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "964cd596-a438-77fd-49a0-e43a5e1c7ff6", "grossValue": 7650000, "homeNotional": 2.29678000450349, "foreignNotional": 861.2925016888088}]} 2020-08-12 06:03:54 DEBUG: message ignored 2020-08-12 06:03:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "67847203-b694-bcc5-3d61-0ddce839df00", "grossValue": 412500, "homeNotional": 0.12384598063499212, "foreignNotional": 46.44224273812205}, {"timestamp": "2020-08-12T03:03:54.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "35a39947-778e-3f6e-033c-3ad011bafa45", "grossValue": 337500, "homeNotional": 0.1013285296104481, "foreignNotional": 37.998198603918034}]} 2020-08-12 06:03:54 DEBUG: message ignored 2020-08-12 06:03:54 DEBUG: check clearing time needed clearing_process_timer=114.709091 2020-08-12 06:03:54 DEBUG: check init order needed init_order_process_timer=214.709389 2020-08-12 06:03:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:55.285Z", "symbol": "ETHUSD", "side": "Sell", "size": 677, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "b409d396-c565-bfdc-3aae-6b4f136a693f", "grossValue": 25387500, "homeNotional": 7.622157171808151, "foreignNotional": 2858.308939428057}, {"timestamp": "2020-08-12T03:03:55.285Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca87de3e-42c8-d3cc-ebc5-01d67052f3c9", "grossValue": 112500, "homeNotional": 0.033776176536816034, "foreignNotional": 12.666066201306013}]} 2020-08-12 06:03:55 DEBUG: message ignored 2020-08-12 06:03:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:55.633Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c7f7841-1cad-c4bb-cce3-52684b278d53", "grossValue": 2437500, "homeNotional": 0.7318171582976807, "foreignNotional": 274.43143436163024}]} 2020-08-12 06:03:55 DEBUG: message ignored 2020-08-12 06:03:55 DEBUG: check clearing time needed clearing_process_timer=115.710172 2020-08-12 06:03:55 DEBUG: check init order needed init_order_process_timer=215.710442 2020-08-12 06:03:56 DEBUG: check clearing time needed clearing_process_timer=116.711635 2020-08-12 06:03:56 DEBUG: check init order needed init_order_process_timer=216.711884 2020-08-12 06:03:57 DEBUG: check clearing time needed clearing_process_timer=117.713086 2020-08-12 06:03:57 DEBUG: check init order needed init_order_process_timer=217.713323 2020-08-12 06:03:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:03:57.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "f0b70ca7-8c4d-b64f-45b6-e16fdce840a0", "grossValue": 1499800, "homeNotional": 0.45034902049088044, "foreignNotional": 168.85836523305562}]} 2020-08-12 06:03:57 DEBUG: message ignored 2020-08-12 06:03:58 DEBUG: check clearing time needed clearing_process_timer=118.71452 2020-08-12 06:03:58 DEBUG: check init order needed init_order_process_timer=218.71483 2020-08-12 06:03:59 DEBUG: check clearing time needed clearing_process_timer=119.71601 2020-08-12 06:03:59 DEBUG: check init order needed init_order_process_timer=219.716269 2020-08-12 06:04:00 DEBUG: check clearing time needed clearing_process_timer=120.717506 2020-08-12 06:04:00 DEBUG: check init order needed init_order_process_timer=220.717818 2020-08-12 06:04:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:00.717Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "fee4e2c5-3a3e-13c0-058d-6be7a7803c87", "grossValue": 1499800, "homeNotional": 0.450755014649538, "foreignNotional": 169.01059274284427}]} 2020-08-12 06:04:00 DEBUG: message ignored 2020-08-12 06:04:01 DEBUG: check clearing time needed clearing_process_timer=121.719016 2020-08-12 06:04:01 DEBUG: check init order needed init_order_process_timer=221.723186 2020-08-12 06:04:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:02.016Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "82c6ecda-e7b7-0ac9-b5d8-98901269c03f", "grossValue": 37495, "homeNotional": 0.011268875366238449, "foreignNotional": 4.225264818571107}]} 2020-08-12 06:04:02 DEBUG: message ignored 2020-08-12 06:04:02 DEBUG: check clearing time needed clearing_process_timer=122.724779 2020-08-12 06:04:02 DEBUG: check init order needed init_order_process_timer=222.725079 2020-08-12 06:04:03 DEBUG: check clearing time needed clearing_process_timer=123.726269 2020-08-12 06:04:03 DEBUG: check init order needed init_order_process_timer=223.726595 2020-08-12 06:04:04 DEBUG: check clearing time needed clearing_process_timer=124.727972 2020-08-12 06:04:04 DEBUG: check init order needed init_order_process_timer=224.728256 2020-08-12 06:04:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:04.983Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff966b74-480f-91f4-f99f-24210218ba61", "grossValue": 1499800, "homeNotional": 0.450755014649538, "foreignNotional": 169.01059274284427}]} 2020-08-12 06:04:04 DEBUG: message ignored 2020-08-12 06:04:05 DEBUG: check clearing time needed clearing_process_timer=125.729418 2020-08-12 06:04:05 DEBUG: check init order needed init_order_process_timer=225.729696 2020-08-12 06:04:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:06.556Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "721a84bf-e39f-a72b-3310-8843da2d684b", "grossValue": 18750000, "homeNotional": 5.634437683119224, "foreignNotional": 2112.9141311697094}]} 2020-08-12 06:04:06 DEBUG: message ignored 2020-08-12 06:04:06 DEBUG: check clearing time needed clearing_process_timer=126.730866 2020-08-12 06:04:06 DEBUG: check init order needed init_order_process_timer=226.731124 2020-08-12 06:04:07 DEBUG: check clearing time needed clearing_process_timer=127.732311 2020-08-12 06:04:07 DEBUG: check init order needed init_order_process_timer=227.73256 2020-08-12 06:04:08 DEBUG: check clearing time needed clearing_process_timer=128.733781 2020-08-12 06:04:08 DEBUG: check init order needed init_order_process_timer=228.734044 2020-08-12 06:04:09 DEBUG: check clearing time needed clearing_process_timer=129.735238 2020-08-12 06:04:09 DEBUG: check init order needed init_order_process_timer=229.735488 2020-08-12 06:04:10 DEBUG: check clearing time needed clearing_process_timer=130.736637 2020-08-12 06:04:10 DEBUG: check init order needed init_order_process_timer=230.736896 2020-08-12 06:04:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:10.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "e6cf8063-f3f8-964e-0977-a7d330edd3eb", "grossValue": 1499800, "homeNotional": 0.450755014649538, "foreignNotional": 169.01059274284427}]} 2020-08-12 06:04:10 DEBUG: message ignored 2020-08-12 06:04:11 DEBUG: check clearing time needed clearing_process_timer=131.738078 2020-08-12 06:04:11 DEBUG: check init order needed init_order_process_timer=231.738366 2020-08-12 06:04:12 DEBUG: check clearing time needed clearing_process_timer=132.739544 2020-08-12 06:04:12 DEBUG: check init order needed init_order_process_timer=232.739869 2020-08-12 06:04:13 DEBUG: check clearing time needed clearing_process_timer=133.741122 2020-08-12 06:04:13 DEBUG: check init order needed init_order_process_timer=233.741417 2020-08-12 06:04:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:14.652Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "4f241cd4-2ff5-790d-a882-480ed7072263", "grossValue": 37500000, "homeNotional": 11.268875366238449, "foreignNotional": 4225.828262339419}]} 2020-08-12 06:04:14 DEBUG: message ignored 2020-08-12 06:04:14 DEBUG: check clearing time needed clearing_process_timer=134.742673 2020-08-12 06:04:14 DEBUG: check init order needed init_order_process_timer=234.742933 2020-08-12 06:04:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:15.657Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "89c090b4-47b6-4966-1195-cc69606d5f5e", "grossValue": 45000000, "homeNotional": 13.522650439486139, "foreignNotional": 5070.993914807303}]} 2020-08-12 06:04:15 DEBUG: message ignored 2020-08-12 06:04:15 DEBUG: check clearing time needed clearing_process_timer=135.744122 2020-08-12 06:04:15 DEBUG: check init order needed init_order_process_timer=235.744397 2020-08-12 06:04:16 DEBUG: check clearing time needed clearing_process_timer=136.745597 2020-08-12 06:04:16 DEBUG: check init order needed init_order_process_timer=236.745856 2020-08-12 06:04:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:17.360Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "fadce0b7-be6b-fd93-11dc-7e6ae78829e1", "grossValue": 37500, "homeNotional": 0.011268875366238449, "foreignNotional": 4.2258282623394186}]} 2020-08-12 06:04:17 DEBUG: message ignored 2020-08-12 06:04:17 DEBUG: check clearing time needed clearing_process_timer=137.747136 2020-08-12 06:04:17 DEBUG: check init order needed init_order_process_timer=237.747761 2020-08-12 06:04:18 DEBUG: check clearing time needed clearing_process_timer=138.749122 2020-08-12 06:04:18 DEBUG: check init order needed init_order_process_timer=238.749401 2020-08-12 06:04:19 DEBUG: check clearing time needed clearing_process_timer=139.750606 2020-08-12 06:04:19 DEBUG: check init order needed init_order_process_timer=239.750956 2020-08-12 06:04:20 DEBUG: check clearing time needed clearing_process_timer=140.752196 2020-08-12 06:04:20 DEBUG: check init order needed init_order_process_timer=240.752454 2020-08-12 06:04:21 DEBUG: check clearing time needed clearing_process_timer=141.753643 2020-08-12 06:04:21 DEBUG: check init order needed init_order_process_timer=241.753899 2020-08-12 06:04:22 DEBUG: check clearing time needed clearing_process_timer=142.75507 2020-08-12 06:04:22 DEBUG: check init order needed init_order_process_timer=242.755321 2020-08-12 06:04:23 DEBUG: check clearing time needed clearing_process_timer=143.756488 2020-08-12 06:04:23 DEBUG: check init order needed init_order_process_timer=243.75677 2020-08-12 06:04:24 DEBUG: check clearing time needed clearing_process_timer=144.757951 2020-08-12 06:04:24 DEBUG: check init order needed init_order_process_timer=244.758193 2020-08-12 06:04:25 DEBUG: check clearing time needed clearing_process_timer=145.759373 2020-08-12 06:04:25 DEBUG: check init order needed init_order_process_timer=245.759643 2020-08-12 06:04:26 DEBUG: check clearing time needed clearing_process_timer=146.760839 2020-08-12 06:04:26 DEBUG: check init order needed init_order_process_timer=246.761126 2020-08-12 06:04:27 DEBUG: check clearing time needed clearing_process_timer=147.762309 2020-08-12 06:04:27 DEBUG: check init order needed init_order_process_timer=247.762564 2020-08-12 06:04:28 DEBUG: check clearing time needed clearing_process_timer=148.763754 2020-08-12 06:04:28 DEBUG: check init order needed init_order_process_timer=248.76405 2020-08-12 06:04:29 DEBUG: check clearing time needed clearing_process_timer=149.765258 2020-08-12 06:04:29 DEBUG: check init order needed init_order_process_timer=249.76553 2020-08-12 06:04:30 DEBUG: check clearing time needed clearing_process_timer=150.76675 2020-08-12 06:04:30 DEBUG: check init order needed init_order_process_timer=250.767006 2020-08-12 06:04:31 DEBUG: check clearing time needed clearing_process_timer=151.76817 2020-08-12 06:04:31 DEBUG: check init order needed init_order_process_timer=251.768422 2020-08-12 06:04:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:32.146Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "95bbbd49-e67f-a9df-650f-e9f5b190bb6a", "grossValue": 1162500, "homeNotional": 0.34949267192784667, "foreignNotional": 131.0597519729425}]} 2020-08-12 06:04:32 DEBUG: message ignored 2020-08-12 06:04:32 DEBUG: check clearing time needed clearing_process_timer=152.769066 2020-08-12 06:04:32 DEBUG: check init order needed init_order_process_timer=252.769302 2020-08-12 06:04:33 DEBUG: check clearing time needed clearing_process_timer=153.770493 2020-08-12 06:04:33 DEBUG: check init order needed init_order_process_timer=253.770763 2020-08-12 06:04:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:33.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "e43ca921-5a63-fb36-d9b8-f0cf19357368", "grossValue": 3750000, "homeNotional": 1.1273957158962795, "foreignNotional": 422.77339346110483}]} 2020-08-12 06:04:33 DEBUG: message ignored 2020-08-12 06:04:34 DEBUG: check clearing time needed clearing_process_timer=154.771945 2020-08-12 06:04:34 DEBUG: check init order needed init_order_process_timer=254.772225 2020-08-12 06:04:35 DEBUG: check clearing time needed clearing_process_timer=155.773428 2020-08-12 06:04:35 DEBUG: check init order needed init_order_process_timer=255.773774 2020-08-12 06:04:36 DEBUG: check clearing time needed clearing_process_timer=156.774979 2020-08-12 06:04:36 DEBUG: check init order needed init_order_process_timer=256.7753 2020-08-12 06:04:37 DEBUG: check clearing time needed clearing_process_timer=157.77678 2020-08-12 06:04:37 DEBUG: check init order needed init_order_process_timer=257.777099 2020-08-12 06:04:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:38.343Z", "symbol": "ETHUSD", "side": "Sell", "size": 890, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "6d313873-4067-8be8-93d1-01d24bcc9635", "grossValue": 33370550, "homeNotional": 10.033821871476889, "foreignNotional": 3762.1815107102593}]} 2020-08-12 06:04:38 DEBUG: message ignored 2020-08-12 06:04:38 DEBUG: check clearing time needed clearing_process_timer=158.77828 2020-08-12 06:04:38 DEBUG: check init order needed init_order_process_timer=258.778523 2020-08-12 06:04:39 DEBUG: check clearing time needed clearing_process_timer=159.779709 2020-08-12 06:04:39 DEBUG: check init order needed init_order_process_timer=259.779947 2020-08-12 06:04:40 DEBUG: check clearing time needed clearing_process_timer=160.781113 2020-08-12 06:04:40 DEBUG: check init order needed init_order_process_timer=260.78136 2020-08-12 06:04:41 DEBUG: check clearing time needed clearing_process_timer=161.782542 2020-08-12 06:04:41 DEBUG: check init order needed init_order_process_timer=261.782789 2020-08-12 06:04:42 DEBUG: check clearing time needed clearing_process_timer=162.783983 2020-08-12 06:04:42 DEBUG: check init order needed init_order_process_timer=262.784287 2020-08-12 06:04:43 DEBUG: check clearing time needed clearing_process_timer=163.785505 2020-08-12 06:04:43 DEBUG: check init order needed init_order_process_timer=263.785802 2020-08-12 06:04:44 DEBUG: check clearing time needed clearing_process_timer=164.787013 2020-08-12 06:04:44 DEBUG: check init order needed init_order_process_timer=264.787342 2020-08-12 06:04:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:04:44.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "33a81750-699c-6b54-02c5-11fd9547978b", "grossValue": 525000, "homeNotional": 0.15783540022547915, "foreignNotional": 59.188275084554675}]} 2020-08-12 06:04:44 DEBUG: message ignored 2020-08-12 06:04:45 DEBUG: check clearing time needed clearing_process_timer=165.788529 2020-08-12 06:04:45 DEBUG: check init order needed init_order_process_timer=265.788809 2020-08-12 06:04:46 DEBUG: check clearing time needed clearing_process_timer=166.790029 2020-08-12 06:04:46 DEBUG: check init order needed init_order_process_timer=266.790322 2020-08-12 06:04:47 DEBUG: check clearing time needed clearing_process_timer=167.791546 2020-08-12 06:04:47 DEBUG: check init order needed init_order_process_timer=267.791833 2020-08-12 06:04:48 DEBUG: check clearing time needed clearing_process_timer=168.793072 2020-08-12 06:04:48 DEBUG: check init order needed init_order_process_timer=268.793338 2020-08-12 06:04:49 DEBUG: check clearing time needed clearing_process_timer=169.794514 2020-08-12 06:04:49 DEBUG: check init order needed init_order_process_timer=269.794771 2020-08-12 06:04:50 DEBUG: check clearing time needed clearing_process_timer=170.795949 2020-08-12 06:04:50 DEBUG: check init order needed init_order_process_timer=270.79622 2020-08-12 06:04:51 DEBUG: check clearing time needed clearing_process_timer=171.797398 2020-08-12 06:04:51 DEBUG: check init order needed init_order_process_timer=271.797673 2020-08-12 06:04:52 DEBUG: check clearing time needed clearing_process_timer=172.798872 2020-08-12 06:04:52 DEBUG: check init order needed init_order_process_timer=272.799231 2020-08-12 06:04:53 DEBUG: check clearing time needed clearing_process_timer=173.800701 2020-08-12 06:04:53 DEBUG: check init order needed init_order_process_timer=273.800951 2020-08-12 06:04:54 DEBUG: check clearing time needed clearing_process_timer=174.802178 2020-08-12 06:04:54 DEBUG: check init order needed init_order_process_timer=274.802456 2020-08-12 06:04:55 DEBUG: check clearing time needed clearing_process_timer=175.803836 2020-08-12 06:04:55 DEBUG: check init order needed init_order_process_timer=275.80409 2020-08-12 06:04:56 DEBUG: check clearing time needed clearing_process_timer=176.805269 2020-08-12 06:04:56 DEBUG: check init order needed init_order_process_timer=276.805559 2020-08-12 06:04:57 DEBUG: check clearing time needed clearing_process_timer=177.806818 2020-08-12 06:04:57 DEBUG: check init order needed init_order_process_timer=277.807108 2020-08-12 06:04:58 DEBUG: check clearing time needed clearing_process_timer=178.80851 2020-08-12 06:04:58 DEBUG: check init order needed init_order_process_timer=278.808791 2020-08-12 06:04:59 DEBUG: check clearing time needed clearing_process_timer=179.809996 2020-08-12 06:04:59 DEBUG: check init order needed init_order_process_timer=279.810263 2020-08-12 06:05:00 DEBUG: check clearing time needed clearing_process_timer=180.811626 2020-08-12 06:05:00 DEBUG: check init order needed init_order_process_timer=280.811896 2020-08-12 06:05:01 DEBUG: check clearing time needed clearing_process_timer=181.815425 2020-08-12 06:05:01 DEBUG: check init order needed init_order_process_timer=281.821961 2020-08-12 06:05:02 DEBUG: check clearing time needed clearing_process_timer=182.823315 2020-08-12 06:05:02 DEBUG: check init order needed init_order_process_timer=282.825335 2020-08-12 06:05:03 DEBUG: check clearing time needed clearing_process_timer=183.826591 2020-08-12 06:05:03 DEBUG: check init order needed init_order_process_timer=283.826987 2020-08-12 06:05:04 DEBUG: check clearing time needed clearing_process_timer=184.828076 2020-08-12 06:05:04 DEBUG: check init order needed init_order_process_timer=284.828389 2020-08-12 06:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:05.717Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "8d9f9e83-447d-f806-12e9-f7a507e43d06", "grossValue": 14773030, "homeNotional": 4.442439959409178, "foreignNotional": 1665.6928627804714}]} 2020-08-12 06:05:05 DEBUG: message ignored 2020-08-12 06:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:05.791Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "80080849-22c2-6fc5-f5f8-b993e1ff4016", "grossValue": 15035495, "homeNotional": 4.521366557672793, "foreignNotional": 1695.2863907994138}]} 2020-08-12 06:05:05 DEBUG: message ignored 2020-08-12 06:05:05 DEBUG: check clearing time needed clearing_process_timer=185.829589 2020-08-12 06:05:05 DEBUG: check init order needed init_order_process_timer=285.829992 2020-08-12 06:05:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:05.860Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ca5cf72-6517-72a8-e51a-8577fd0b9234", "grossValue": 14773030, "homeNotional": 4.442439959409178, "foreignNotional": 1665.6928627804714}]} 2020-08-12 06:05:06 DEBUG: message ignored 2020-08-12 06:05:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:05.930Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1642d741-e1e2-e742-767e-e3853007d8bf", "grossValue": 15035495, "homeNotional": 4.521366557672793, "foreignNotional": 1695.2863907994138}]} 2020-08-12 06:05:06 DEBUG: message ignored 2020-08-12 06:05:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:06.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "83de2173-d279-75d6-bdba-ee06852a9830", "grossValue": 15035495, "homeNotional": 4.521366557672793, "foreignNotional": 1695.2863907994138}]} 2020-08-12 06:05:06 DEBUG: message ignored 2020-08-12 06:05:06 DEBUG: check clearing time needed clearing_process_timer=186.831237 2020-08-12 06:05:06 DEBUG: check init order needed init_order_process_timer=286.831506 2020-08-12 06:05:07 DEBUG: check clearing time needed clearing_process_timer=187.832684 2020-08-12 06:05:07 DEBUG: check init order needed init_order_process_timer=287.833063 2020-08-12 06:05:08 DEBUG: check clearing time needed clearing_process_timer=188.834231 2020-08-12 06:05:08 DEBUG: check init order needed init_order_process_timer=288.834478 2020-08-12 06:05:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:09.179Z", "symbol": "ETHUSD", "side": "Sell", "size": 230, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a46b87f-f56d-4f18-f46d-73b07332e11c", "grossValue": 8623850, "homeNotional": 2.593302514375916, "foreignNotional": 972.3587777652498}, {"timestamp": "2020-08-12T03:05:09.179Z", "symbol": "ETHUSD", "side": "Sell", "size": 171, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "2354d2cb-cbea-6cc9-8bf8-45d0ecedecad", "grossValue": 6411645, "homeNotional": 1.9280640432968768, "foreignNotional": 722.927613034164}]} 2020-08-12 06:05:09 DEBUG: message ignored 2020-08-12 06:05:09 DEBUG: check clearing time needed clearing_process_timer=189.835644 2020-08-12 06:05:09 DEBUG: check init order needed init_order_process_timer=289.835903 2020-08-12 06:05:10 DEBUG: check clearing time needed clearing_process_timer=190.837136 2020-08-12 06:05:10 DEBUG: check init order needed init_order_process_timer=290.837409 2020-08-12 06:05:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:11.256Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "a3d6f519-ddd8-5a82-036e-8e25806ec690", "grossValue": 15035495, "homeNotional": 4.521366557672793, "foreignNotional": 1695.2863907994138}]} 2020-08-12 06:05:11 DEBUG: message ignored 2020-08-12 06:05:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:11.334Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "35798627-3786-5bf7-7a1c-9ebafd6656f6", "grossValue": 14773030, "homeNotional": 4.442439959409178, "foreignNotional": 1665.6928627804714}]} 2020-08-12 06:05:11 DEBUG: message ignored 2020-08-12 06:05:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:11.407Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ab8b062e-fe6a-2e86-bc09-d4022390a5b4", "grossValue": 14773030, "homeNotional": 4.442439959409178, "foreignNotional": 1665.6928627804714}]} 2020-08-12 06:05:11 DEBUG: message ignored 2020-08-12 06:05:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:11.481Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "64881c44-5416-6a03-b617-e62c023343cc", "grossValue": 14773030, "homeNotional": 4.442439959409178, "foreignNotional": 1665.6928627804714}]} 2020-08-12 06:05:11 DEBUG: message ignored 2020-08-12 06:05:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:11.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "01874484-a182-1f97-64fd-53b620ab4acd", "grossValue": 15035495, "homeNotional": 4.521366557672793, "foreignNotional": 1695.2863907994138}]} 2020-08-12 06:05:11 DEBUG: message ignored 2020-08-12 06:05:11 DEBUG: check clearing time needed clearing_process_timer=191.838606 2020-08-12 06:05:11 DEBUG: check init order needed init_order_process_timer=291.838899 2020-08-12 06:05:12 DEBUG: check clearing time needed clearing_process_timer=192.840095 2020-08-12 06:05:12 DEBUG: check init order needed init_order_process_timer=292.84038 2020-08-12 06:05:13 DEBUG: check clearing time needed clearing_process_timer=193.841076 2020-08-12 06:05:13 DEBUG: check init order needed init_order_process_timer=293.841304 2020-08-12 06:05:14 DEBUG: check clearing time needed clearing_process_timer=194.842489 2020-08-12 06:05:14 DEBUG: check init order needed init_order_process_timer=294.842721 2020-08-12 06:05:15 DEBUG: check clearing time needed clearing_process_timer=195.843886 2020-08-12 06:05:15 DEBUG: check init order needed init_order_process_timer=295.844114 2020-08-12 06:05:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:15.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "cd73ef1a-de66-8496-2ef9-550ba08ec5ca", "grossValue": 1125000, "homeNotional": 0.33825684970120645, "foreignNotional": 126.84631863795242}, {"timestamp": "2020-08-12T03:05:15.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 370, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "70963101-2cca-7b7f-115f-1f7ad792a0ce", "grossValue": 13875000, "homeNotional": 4.171834479648213, "foreignNotional": 1564.43792986808}]} 2020-08-12 06:05:15 DEBUG: message ignored 2020-08-12 06:05:16 DEBUG: check clearing time needed clearing_process_timer=196.845074 2020-08-12 06:05:16 DEBUG: check init order needed init_order_process_timer=296.845377 2020-08-12 06:05:17 DEBUG: check clearing time needed clearing_process_timer=197.846549 2020-08-12 06:05:17 DEBUG: check init order needed init_order_process_timer=297.846812 2020-08-12 06:05:18 DEBUG: check clearing time needed clearing_process_timer=198.847994 2020-08-12 06:05:18 DEBUG: check init order needed init_order_process_timer=298.848264 2020-08-12 06:05:19 DEBUG: check clearing time needed clearing_process_timer=199.849437 2020-08-12 06:05:19 DEBUG: check init order needed init_order_process_timer=299.84971 2020-08-12 06:05:20 DEBUG: check clearing time needed clearing_process_timer=200.850894 2020-08-12 06:05:20 DEBUG: check init order needed init_order_process_timer=300.851181 2020-08-12 06:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:21.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5d967f2-b750-8c82-f77e-29d45b4d755e", "grossValue": 37500000, "homeNotional": 11.275228323373549, "foreignNotional": 4228.210621265081}, {"timestamp": "2020-08-12T03:05:21.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f31ab05-ef17-6cb8-3be2-7e6702dbb6ba", "grossValue": 37500, "homeNotional": 0.011275228323373548, "foreignNotional": 4.228210621265081}, {"timestamp": "2020-08-12T03:05:21.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 499, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "c23a072f-c7a4-32a3-53f8-092a3179c0a9", "grossValue": 18712500, "homeNotional": 5.6263389333634, "foreignNotional": 2109.877100011275}]} 2020-08-12 06:05:21 DEBUG: message ignored 2020-08-12 06:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:21.520Z", "symbol": "ETHUSD", "side": "Buy", "size": 192, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "6e6a5ab5-4869-a62f-bbb3-63515a697c2c", "grossValue": 7200000, "homeNotional": 2.1648438380877213, "foreignNotional": 811.8164392828954}]} 2020-08-12 06:05:21 DEBUG: message ignored 2020-08-12 06:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:21.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 809, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "25373bb4-035c-dd35-15a2-50cdd57d3254", "grossValue": 30337500, "homeNotional": 9.121659713609201, "foreignNotional": 3420.6223926034504}, {"timestamp": "2020-08-12T03:05:21.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "14bd531c-cfb0-8a7d-9e0e-942df0f58538", "grossValue": 1125150, "homeNotional": 0.33825684970120645, "foreignNotional": 126.86323148043748}, {"timestamp": "2020-08-12T03:05:21.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "037f4318-7cc6-5dc3-a211-d47e240528b3", "grossValue": 225030, "homeNotional": 0.06765136994024129, "foreignNotional": 25.372646296087495}, {"timestamp": "2020-08-12T03:05:21.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 1655, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "1878f342-e918-bb8a-cc9f-773c97be110b", "grossValue": 62070775, "homeNotional": 18.660502875183223, "foreignNotional": 6998.621603337468}]} 2020-08-12 06:05:21 DEBUG: message ignored 2020-08-12 06:05:21 DEBUG: check clearing time needed clearing_process_timer=201.852363 2020-08-12 06:05:21 DEBUG: check init order needed init_order_process_timer=301.852634 2020-08-12 06:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:21.943Z", "symbol": "ETHUSD", "side": "Buy", "size": 157, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "02f4a13f-b9d9-42b1-d4e2-f6f70c16e377", "grossValue": 5888285, "homeNotional": 1.7702108467696471, "foreignNotional": 663.9175780809561}]} 2020-08-12 06:05:21 DEBUG: message ignored 2020-08-12 06:05:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:22.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 554, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "356c885a-907c-4b2a-b86a-d5bbb6cb38f2", "grossValue": 20777770, "homeNotional": 6.246476491148946, "foreignNotional": 2342.741008005412}]} 2020-08-12 06:05:22 DEBUG: message ignored 2020-08-12 06:05:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:22.285Z", "symbol": "ETHUSD", "side": "Buy", "size": 274, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "2105a65d-12c7-b9f8-0823-b4482d59229e", "grossValue": 10276370, "homeNotional": 3.089412560604352, "foreignNotional": 1158.6841808546624}]} 2020-08-12 06:05:22 DEBUG: message ignored 2020-08-12 06:05:22 DEBUG: check clearing time needed clearing_process_timer=202.853799 2020-08-12 06:05:22 DEBUG: check init order needed init_order_process_timer=302.854073 2020-08-12 06:05:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:23.181Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "2bd6a3a7-b8c8-bdeb-5244-155fc1fc9854", "grossValue": 1125300, "homeNotional": 0.33825684970120645, "foreignNotional": 126.88014432292253}, {"timestamp": "2020-08-12T03:05:23.181Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "13d5fb67-5b0d-ab05-f648-cbbd8b14750b", "grossValue": 37510, "homeNotional": 0.011275228323373548, "foreignNotional": 4.229338144097418}, {"timestamp": "2020-08-12T03:05:23.181Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a810dee-c4d7-cbf9-cf28-8b2af395ec2f", "grossValue": 37510, "homeNotional": 0.011275228323373548, "foreignNotional": 4.229338144097418}, {"timestamp": "2020-08-12T03:05:23.181Z", "symbol": "ETHUSD", "side": "Buy", "size": 696, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "2559cc7f-bf22-b445-2c2e-eb1e4b7fb505", "grossValue": 26106960, "homeNotional": 7.8475589130679895, "foreignNotional": 2943.619348291803}]} 2020-08-12 06:05:23 DEBUG: message ignored 2020-08-12 06:05:23 DEBUG: check clearing time needed clearing_process_timer=203.855226 2020-08-12 06:05:23 DEBUG: check init order needed init_order_process_timer=303.855559 2020-08-12 06:05:24 DEBUG: check clearing time needed clearing_process_timer=204.856793 2020-08-12 06:05:24 DEBUG: check init order needed init_order_process_timer=304.857105 2020-08-12 06:05:25 DEBUG: check clearing time needed clearing_process_timer=205.858276 2020-08-12 06:05:25 DEBUG: check init order needed init_order_process_timer=305.858528 2020-08-12 06:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:26.094Z", "symbol": "ETHUSD", "side": "Sell", "size": 126, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "14b2c057-b85f-0918-696a-311d1a11a896", "grossValue": 4725630, "homeNotional": 1.420678768745067, "foreignNotional": 532.8255722178374}, {"timestamp": "2020-08-12T03:05:26.094Z", "symbol": "ETHUSD", "side": "Sell", "size": 86, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a915f5b-d20c-f33e-8c95-36b54507a8d6", "grossValue": 3225430, "homeNotional": 0.9696696358101251, "foreignNotional": 363.6745969105874}]} 2020-08-12 06:05:26 DEBUG: message ignored 2020-08-12 06:05:26 DEBUG: check clearing time needed clearing_process_timer=206.859714 2020-08-12 06:05:26 DEBUG: check init order needed init_order_process_timer=306.859987 2020-08-12 06:05:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:27.328Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "1ba4b4a9-beee-68f8-72bc-62c232515266", "grossValue": 56265000, "homeNotional": 16.912842485060324, "foreignNotional": 6344.007216146127}]} 2020-08-12 06:05:27 DEBUG: message ignored 2020-08-12 06:05:27 DEBUG: check clearing time needed clearing_process_timer=207.861161 2020-08-12 06:05:27 DEBUG: check init order needed init_order_process_timer=307.861451 2020-08-12 06:05:28 DEBUG: check clearing time needed clearing_process_timer=208.862651 2020-08-12 06:05:28 DEBUG: check init order needed init_order_process_timer=308.862911 2020-08-12 06:05:29 DEBUG: check clearing time needed clearing_process_timer=209.864104 2020-08-12 06:05:29 DEBUG: check init order needed init_order_process_timer=309.864386 2020-08-12 06:05:30 DEBUG: check clearing time needed clearing_process_timer=210.865588 2020-08-12 06:05:30 DEBUG: check init order needed init_order_process_timer=310.86588 2020-08-12 06:05:31 DEBUG: check clearing time needed clearing_process_timer=211.867086 2020-08-12 06:05:31 DEBUG: check init order needed init_order_process_timer=311.867345 2020-08-12 06:05:32 DEBUG: check clearing time needed clearing_process_timer=212.868516 2020-08-12 06:05:32 DEBUG: check init order needed init_order_process_timer=312.868791 2020-08-12 06:05:33 DEBUG: check clearing time needed clearing_process_timer=213.869966 2020-08-12 06:05:33 DEBUG: check init order needed init_order_process_timer=313.870234 2020-08-12 06:05:34 DEBUG: check clearing time needed clearing_process_timer=214.87144 2020-08-12 06:05:34 DEBUG: check init order needed init_order_process_timer=314.871784 2020-08-12 06:05:35 DEBUG: check clearing time needed clearing_process_timer=215.873076 2020-08-12 06:05:35 DEBUG: check init order needed init_order_process_timer=315.873331 2020-08-12 06:05:36 DEBUG: check clearing time needed clearing_process_timer=216.873877 2020-08-12 06:05:36 DEBUG: check init order needed init_order_process_timer=316.874157 2020-08-12 06:05:37 DEBUG: check clearing time needed clearing_process_timer=217.875328 2020-08-12 06:05:37 DEBUG: check init order needed init_order_process_timer=317.875676 2020-08-12 06:05:38 DEBUG: check clearing time needed clearing_process_timer=218.876902 2020-08-12 06:05:38 DEBUG: check init order needed init_order_process_timer=318.877192 2020-08-12 06:05:39 DEBUG: check clearing time needed clearing_process_timer=219.878386 2020-08-12 06:05:39 DEBUG: check init order needed init_order_process_timer=319.878672 2020-08-12 06:05:40 DEBUG: check clearing time needed clearing_process_timer=220.879866 2020-08-12 06:05:40 DEBUG: check init order needed init_order_process_timer=320.880129 2020-08-12 06:05:41 DEBUG: check clearing time needed clearing_process_timer=221.881069 2020-08-12 06:05:41 DEBUG: check init order needed init_order_process_timer=321.881319 2020-08-12 06:05:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:42.361Z", "symbol": "ETHUSD", "side": "Sell", "size": 234, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "9d37bc40-4d65-7396-56c5-af89b24aa53d", "grossValue": 8776170, "homeNotional": 2.6389985338897035, "foreignNotional": 989.7564001353333}]} 2020-08-12 06:05:42 DEBUG: message ignored 2020-08-12 06:05:42 DEBUG: check clearing time needed clearing_process_timer=222.882493 2020-08-12 06:05:42 DEBUG: check init order needed init_order_process_timer=322.882762 2020-08-12 06:05:43 DEBUG: check clearing time needed clearing_process_timer=223.883938 2020-08-12 06:05:43 DEBUG: check init order needed init_order_process_timer=323.884281 2020-08-12 06:05:44 DEBUG: check clearing time needed clearing_process_timer=224.885494 2020-08-12 06:05:44 DEBUG: check init order needed init_order_process_timer=324.885793 2020-08-12 06:05:45 DEBUG: check clearing time needed clearing_process_timer=225.886991 2020-08-12 06:05:45 DEBUG: check init order needed init_order_process_timer=325.887323 2020-08-12 06:05:46 DEBUG: check clearing time needed clearing_process_timer=226.888564 2020-08-12 06:05:46 DEBUG: check init order needed init_order_process_timer=326.888885 2020-08-12 06:05:47 DEBUG: check clearing time needed clearing_process_timer=227.89019 2020-08-12 06:05:47 DEBUG: check init order needed init_order_process_timer=327.890454 2020-08-12 06:05:48 DEBUG: check clearing time needed clearing_process_timer=228.891627 2020-08-12 06:05:48 DEBUG: check init order needed init_order_process_timer=328.891903 2020-08-12 06:05:49 DEBUG: check clearing time needed clearing_process_timer=229.893088 2020-08-12 06:05:49 DEBUG: check init order needed init_order_process_timer=329.893346 2020-08-12 06:05:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 7804, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "b007792e-66bc-de43-fcc5-45d07efa9562", "grossValue": 292728040, "homeNotional": 88.01172888237285, "foreignNotional": 33013.19950377805}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c0f199b4-cc50-5d5a-264a-05c611a6063b", "grossValue": 1500400, "homeNotional": 0.45111086049396637, "foreignNotional": 169.2116837712868}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad9f2a05-ac61-86df-9bb9-df10437d8ed9", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "eaa9c224-8737-4bae-db72-7fc1b0d5682f", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b06cf5e-2148-a56d-1c92-28fe8f6441fc", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d1ae0796-eee2-2b07-632e-457544cf58ed", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd693e1b-fd85-5192-2c2a-97a28d5a78f2", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5e5ef4e-6efa-ce58-7295-0579682425a5", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8cf971d0-bf4d-816b-3aca-7e1d7a235335", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "aba9ae9f-2ed1-727c-f920-d584449d9091", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ec6fefe-9177-4ac8-c739-31560799155b", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "0ecc3c5c-67c2-fdc7-3b22-cc8ad5097c1e", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "f759288f-e3a9-9a48-a541-ebb739d057c8", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7b96e83-6016-2139-0b71-ad48955b2f3f", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c7b4683-e761-5a5b-23e4-f761d3f7d751", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "986272b8-91a3-ecf4-64de-d79c2c0458ce", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d592917a-b521-df49-e42e-9b0182083f02", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8141bf5c-a6c0-9b7b-dda9-e416f9b73ee9", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 401, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "77c25797-b781-4186-99c8-08f670a903b5", "grossValue": 15041510, "homeNotional": 4.522386376452013, "foreignNotional": 1696.3471298071502}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 394, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "18ca0479-09e6-c048-5190-041b7e7eae7d", "grossValue": 14778940, "homeNotional": 4.443441975865569, "foreignNotional": 1666.735085147175}, {"timestamp": "2020-08-12T03:05:50.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "03239b7b-aee5-7829-fd63-f2c725aca639", "grossValue": 37510, "homeNotional": 0.01127777151234916, "foreignNotional": 4.23029209428217}]} 2020-08-12 06:05:50 DEBUG: message ignored 2020-08-12 06:05:50 DEBUG: check clearing time needed clearing_process_timer=230.894529 2020-08-12 06:05:50 DEBUG: check init order needed init_order_process_timer=330.894858 2020-08-12 06:05:51 DEBUG: check clearing time needed clearing_process_timer=231.896048 2020-08-12 06:05:51 DEBUG: check init order needed init_order_process_timer=331.896306 2020-08-12 06:05:52 DEBUG: check clearing time needed clearing_process_timer=232.897478 2020-08-12 06:05:52 DEBUG: check init order needed init_order_process_timer=332.897783 2020-08-12 06:05:53 DEBUG: check clearing time needed clearing_process_timer=233.899018 2020-08-12 06:05:53 DEBUG: check init order needed init_order_process_timer=333.899276 2020-08-12 06:05:54 DEBUG: check clearing time needed clearing_process_timer=234.900445 2020-08-12 06:05:54 DEBUG: check init order needed init_order_process_timer=334.900685 2020-08-12 06:05:55 DEBUG: check clearing time needed clearing_process_timer=235.901861 2020-08-12 06:05:55 DEBUG: check init order needed init_order_process_timer=335.902095 2020-08-12 06:05:56 DEBUG: check clearing time needed clearing_process_timer=236.903269 2020-08-12 06:05:56 DEBUG: check init order needed init_order_process_timer=336.903544 2020-08-12 06:05:57 DEBUG: check clearing time needed clearing_process_timer=237.904778 2020-08-12 06:05:57 DEBUG: check init order needed init_order_process_timer=337.905083 2020-08-12 06:05:58 DEBUG: check clearing time needed clearing_process_timer=238.906256 2020-08-12 06:05:58 DEBUG: check init order needed init_order_process_timer=338.906598 2020-08-12 06:05:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:05:59.019Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8745f25d-0edc-d4bd-78ab-f250f0a157be", "grossValue": 9377500, "homeNotional": 2.81944287808729, "foreignNotional": 1057.5730235705425}]} 2020-08-12 06:05:59 DEBUG: message ignored 2020-08-12 06:05:59 DEBUG: check clearing time needed clearing_process_timer=239.907832 2020-08-12 06:05:59 DEBUG: check init order needed init_order_process_timer=339.908142 2020-08-12 06:06:00 DEBUG: check clearing time needed clearing_process_timer=240.909343 2020-08-12 06:06:00 DEBUG: check init order needed init_order_process_timer=340.909621 2020-08-12 06:06:01 DEBUG: check clearing time needed clearing_process_timer=241.913099 2020-08-12 06:06:01 DEBUG: check init order needed init_order_process_timer=341.921264 2020-08-12 06:06:02 DEBUG: check clearing time needed clearing_process_timer=242.923759 2020-08-12 06:06:02 DEBUG: check init order needed init_order_process_timer=342.928132 2020-08-12 06:06:03 DEBUG: check clearing time needed clearing_process_timer=243.929107 2020-08-12 06:06:03 DEBUG: check init order needed init_order_process_timer=343.929632 2020-08-12 06:06:04 DEBUG: check clearing time needed clearing_process_timer=244.93087 2020-08-12 06:06:04 DEBUG: check init order needed init_order_process_timer=344.93229 2020-08-12 06:06:05 DEBUG: check clearing time needed clearing_process_timer=245.933062 2020-08-12 06:06:05 DEBUG: check init order needed init_order_process_timer=345.934365 2020-08-12 06:06:06 DEBUG: check clearing time needed clearing_process_timer=246.935529 2020-08-12 06:06:06 DEBUG: check init order needed init_order_process_timer=346.935924 2020-08-12 06:06:07 DEBUG: check clearing time needed clearing_process_timer=247.937066 2020-08-12 06:06:07 DEBUG: check init order needed init_order_process_timer=347.937363 2020-08-12 06:06:08 DEBUG: check clearing time needed clearing_process_timer=248.938559 2020-08-12 06:06:08 DEBUG: check init order needed init_order_process_timer=348.938821 2020-08-12 06:06:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:09.900Z", "symbol": "ETHUSD", "side": "Sell", "size": 888, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "d79d88d3-2d61-e850-6ad7-7b26d0671726", "grossValue": 33304440, "homeNotional": 10.019180864267177, "foreignNotional": 3757.693783143405}]} 2020-08-12 06:06:09 DEBUG: message ignored 2020-08-12 06:06:09 DEBUG: check clearing time needed clearing_process_timer=249.939977 2020-08-12 06:06:09 DEBUG: check init order needed init_order_process_timer=349.940245 2020-08-12 06:06:10 DEBUG: check clearing time needed clearing_process_timer=250.94143 2020-08-12 06:06:10 DEBUG: check init order needed init_order_process_timer=350.941819 2020-08-12 06:06:11 DEBUG: check clearing time needed clearing_process_timer=251.943048 2020-08-12 06:06:11 DEBUG: check init order needed init_order_process_timer=351.943289 2020-08-12 06:06:12 DEBUG: check clearing time needed clearing_process_timer=252.94348 2020-08-12 06:06:12 DEBUG: check init order needed init_order_process_timer=352.943802 2020-08-12 06:06:13 DEBUG: check clearing time needed clearing_process_timer=253.944974 2020-08-12 06:06:13 DEBUG: check init order needed init_order_process_timer=353.945282 2020-08-12 06:06:14 DEBUG: check clearing time needed clearing_process_timer=254.946487 2020-08-12 06:06:14 DEBUG: check init order needed init_order_process_timer=354.946762 2020-08-12 06:06:15 DEBUG: check clearing time needed clearing_process_timer=255.947938 2020-08-12 06:06:15 DEBUG: check init order needed init_order_process_timer=355.948216 2020-08-12 06:06:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:16.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "c8635b46-1624-d635-4866-769c69b0c4aa", "grossValue": 1837990, "homeNotional": 0.5528602053480762, "foreignNotional": 207.3778630260634}]} 2020-08-12 06:06:16 DEBUG: message ignored 2020-08-12 06:06:16 DEBUG: check clearing time needed clearing_process_timer=256.949461 2020-08-12 06:06:16 DEBUG: check init order needed init_order_process_timer=356.949821 2020-08-12 06:06:17 DEBUG: check clearing time needed clearing_process_timer=257.951327 2020-08-12 06:06:17 DEBUG: check init order needed init_order_process_timer=357.95162 2020-08-12 06:06:18 DEBUG: check clearing time needed clearing_process_timer=258.953193 2020-08-12 06:06:18 DEBUG: check init order needed init_order_process_timer=358.953543 2020-08-12 06:06:19 DEBUG: check clearing time needed clearing_process_timer=259.95504 2020-08-12 06:06:19 DEBUG: check init order needed init_order_process_timer=359.955321 2020-08-12 06:06:20 DEBUG: check clearing time needed clearing_process_timer=260.956699 2020-08-12 06:06:20 DEBUG: check init order needed init_order_process_timer=360.956943 2020-08-12 06:06:21 DEBUG: check clearing time needed clearing_process_timer=261.958395 2020-08-12 06:06:21 DEBUG: check init order needed init_order_process_timer=361.958679 2020-08-12 06:06:22 DEBUG: check clearing time needed clearing_process_timer=262.960065 2020-08-12 06:06:22 DEBUG: check init order needed init_order_process_timer=362.96035 2020-08-12 06:06:23 DEBUG: check clearing time needed clearing_process_timer=263.961804 2020-08-12 06:06:23 DEBUG: check init order needed init_order_process_timer=363.962108 2020-08-12 06:06:24 DEBUG: check clearing time needed clearing_process_timer=264.963329 2020-08-12 06:06:24 DEBUG: check init order needed init_order_process_timer=364.963603 2020-08-12 06:06:25 DEBUG: check clearing time needed clearing_process_timer=265.964829 2020-08-12 06:06:25 DEBUG: check init order needed init_order_process_timer=365.965138 2020-08-12 06:06:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:26.624Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "30c78f82-3f97-4477-65b4-8a741a27e1af", "grossValue": 6751800, "homeNotional": 2.0309150400541576, "foreignNotional": 761.7962315243145}]} 2020-08-12 06:06:26 DEBUG: message ignored 2020-08-12 06:06:26 DEBUG: check clearing time needed clearing_process_timer=266.966338 2020-08-12 06:06:26 DEBUG: check init order needed init_order_process_timer=366.966626 2020-08-12 06:06:27 DEBUG: check clearing time needed clearing_process_timer=267.967819 2020-08-12 06:06:27 DEBUG: check init order needed init_order_process_timer=367.968152 2020-08-12 06:06:28 DEBUG: check clearing time needed clearing_process_timer=268.969606 2020-08-12 06:06:28 DEBUG: check init order needed init_order_process_timer=368.969864 2020-08-12 06:06:29 DEBUG: check clearing time needed clearing_process_timer=269.971077 2020-08-12 06:06:29 DEBUG: check init order needed init_order_process_timer=369.971338 2020-08-12 06:06:30 DEBUG: check clearing time needed clearing_process_timer=270.972502 2020-08-12 06:06:30 DEBUG: check init order needed init_order_process_timer=370.972763 2020-08-12 06:06:31 DEBUG: check clearing time needed clearing_process_timer=271.973948 2020-08-12 06:06:31 DEBUG: check init order needed init_order_process_timer=371.974185 2020-08-12 06:06:32 DEBUG: check clearing time needed clearing_process_timer=272.97543 2020-08-12 06:06:32 DEBUG: check init order needed init_order_process_timer=372.975691 2020-08-12 06:06:33 DEBUG: check clearing time needed clearing_process_timer=273.976895 2020-08-12 06:06:33 DEBUG: check init order needed init_order_process_timer=373.977195 2020-08-12 06:06:34 DEBUG: check clearing time needed clearing_process_timer=274.978364 2020-08-12 06:06:34 DEBUG: check init order needed init_order_process_timer=374.978621 2020-08-12 06:06:35 DEBUG: check clearing time needed clearing_process_timer=275.979781 2020-08-12 06:06:35 DEBUG: check init order needed init_order_process_timer=375.980044 2020-08-12 06:06:36 DEBUG: check clearing time needed clearing_process_timer=276.981244 2020-08-12 06:06:36 DEBUG: check init order needed init_order_process_timer=376.98154 2020-08-12 06:06:37 DEBUG: check clearing time needed clearing_process_timer=277.982765 2020-08-12 06:06:37 DEBUG: check init order needed init_order_process_timer=377.983022 2020-08-12 06:06:38 DEBUG: check clearing time needed clearing_process_timer=278.984222 2020-08-12 06:06:38 DEBUG: check init order needed init_order_process_timer=378.984473 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.463Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "5b667f05-7af7-d131-3cce-d301b81ea58b", "grossValue": 15039505, "homeNotional": 4.523916967509026, "foreignNotional": 1696.69505866426}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.545Z", "symbol": "ETHUSD", "side": "Sell", "size": 391, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5d9d0e4-7cba-3a60-986a-dd98b812ed38", "grossValue": 14664455, "homeNotional": 4.411101083032491, "foreignNotional": 1654.3834611913358}, {"timestamp": "2020-08-12T03:06:39.545Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c74670ff-548d-0ce5-b035-0342d10d7044", "grossValue": 112515, "homeNotional": 0.03384476534296029, "foreignNotional": 12.693479241877256}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "04dfe551-e5f9-0683-d0f2-a84ba205d1d1", "grossValue": 14776970, "homeNotional": 4.444945848375451, "foreignNotional": 1667.076940433213}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.684Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2cd6914-e7c3-c98c-aa9a-f4d9ee067ef4", "grossValue": 14776970, "homeNotional": 4.444945848375451, "foreignNotional": 1667.076940433213}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.751Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "874b9833-4f99-2bc6-6e97-bd947b904ec1", "grossValue": 14776970, "homeNotional": 4.444945848375451, "foreignNotional": 1667.076940433213}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.832Z", "symbol": "ETHUSD", "side": "Sell", "size": 143, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "eb94a238-6ae2-3f67-06e6-c9e80fc4aec4", "grossValue": 5363215, "homeNotional": 1.6132671480144405, "foreignNotional": 605.0558438628159}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 672, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ecc30cdb-59e1-11af-9ff7-89d99419f2ab", "grossValue": 25203360, "homeNotional": 7.581227436823105, "foreignNotional": 2843.3393501805053}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "43baf820-f68d-b766-08d4-a8237d99d959", "grossValue": 75010000, "homeNotional": 22.56317689530686, "foreignNotional": 8462.319494584837}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 1817, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c5f1efe-e8b9-fc4c-aca2-b5e2cf10aaf7", "grossValue": 68146585, "homeNotional": 20.498646209386283, "foreignNotional": 7688.017260830325}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 947, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e079cb4-fe05-b15f-6655-7b3585956e55", "grossValue": 35517235, "homeNotional": 10.683664259927799, "foreignNotional": 4006.9082806859205}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 235, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "042f4908-51f2-22a6-39ec-9e485daa8506", "grossValue": 8813675, "homeNotional": 2.651173285198556, "foreignNotional": 994.3225406137184}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 476, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1eb84a5-1ad0-d126-ed64-17d938915410", "grossValue": 17852380, "homeNotional": 5.370036101083032, "foreignNotional": 2014.0320397111914}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "38cdea6c-6299-3055-fdf2-202e30472e1b", "grossValue": 375050, "homeNotional": 0.11281588447653429, "foreignNotional": 42.31159747292419}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 472, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "bda1e31f-9d4c-70d3-7c0b-eccacb931172", "grossValue": 17702360, "homeNotional": 5.324909747292419, "foreignNotional": 1997.1074007220216}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "97b471cb-c7e1-b141-c929-5cf4d342ca1e", "grossValue": 1312675, "homeNotional": 0.39485559566787004, "foreignNotional": 148.09059115523465}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 118, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a9fb2ca-7adf-6054-e85d-b70de105a8bf", "grossValue": 4425590, "homeNotional": 1.3312274368231047, "foreignNotional": 499.2768501805054}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b76a423-0d4c-614a-8072-e425e3dc79f4", "grossValue": 1537705, "homeNotional": 0.46254512635379064, "foreignNotional": 173.47754963898916}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "6238006b-4ba7-e86c-ecd8-8467b27f93f2", "grossValue": 2287805, "homeNotional": 0.6881768953068592, "foreignNotional": 258.10074458483757}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "34cfaf68-521b-9de8-892e-72f35108f97c", "grossValue": 18752500, "homeNotional": 5.640794223826715, "foreignNotional": 2115.5798736462093}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "18cc75db-c859-7c19-8ef6-a8af08f9489a", "grossValue": 3112915, "homeNotional": 0.9363718411552346, "foreignNotional": 351.1862590252708}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "37469e2a-963f-d6b1-29f6-d0684634a161", "grossValue": 1200160, "homeNotional": 0.36101083032490977, "foreignNotional": 135.3971119133574}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "7cbd29d6-1b2d-e31d-7bae-ea6ad334d68a", "grossValue": 2287805, "homeNotional": 0.6881768953068592, "foreignNotional": 258.10074458483757}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc63158e-426b-ee64-0dac-c495856f53e6", "grossValue": 1875250, "homeNotional": 0.5640794223826715, "foreignNotional": 211.55798736462094}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d166867c-f165-e3f4-8ddd-59670fe6a5fd", "grossValue": 1875250, "homeNotional": 0.5640794223826715, "foreignNotional": 211.55798736462094}, {"timestamp": "2020-08-12T03:06:39.867Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "893bf912-0050-3667-5a10-dabf19cea28a", "grossValue": 1650220, "homeNotional": 0.4963898916967509, "foreignNotional": 186.17102888086643}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "bd25a3ac-44aa-bfea-9dd7-b919d37d4d21", "grossValue": 15037500, "homeNotional": 4.523916967509026, "foreignNotional": 1696.4688628158844}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 149, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "6e236320-1740-3512-eb5a-025a0abd1715", "grossValue": 5587500, "homeNotional": 1.680956678700361, "foreignNotional": 630.3587545126354}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "18e835c9-6b4b-a262-2f13-f20567ede6c7", "grossValue": 75000000, "homeNotional": 22.56317689530686, "foreignNotional": 8461.191335740072}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "745fb060-74cd-f318-7706-36229ec73976", "grossValue": 3112500, "homeNotional": 0.9363718411552346, "foreignNotional": 351.139440433213}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "2697ada0-b3d6-a579-7333-500fe8c06f8c", "grossValue": 1575000, "homeNotional": 0.47382671480144406, "foreignNotional": 177.68501805054152}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 144, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1c62a12-4b4d-7262-fedf-018b9a88f1ca", "grossValue": 5400000, "homeNotional": 1.6245487364620939, "foreignNotional": 609.2057761732852}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 709, "price": 375, "tickDirection": "ZeroMinusTick", "trdMatchID": "a509421b-1547-8dc0-36f7-355965185bd3", "grossValue": 26587500, "homeNotional": 7.998646209386282, "foreignNotional": 2999.4923285198556}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "7681a512-93bf-e7ec-7e33-4325febf1e7e", "grossValue": 1987235, "homeNotional": 0.5979241877256317, "foreignNotional": 224.19167418772562}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 3600, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "848153af-fbc5-2fe0-02a4-2dc60003eb16", "grossValue": 134982000, "homeNotional": 40.61371841155235, "foreignNotional": 15228.113718411552}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 81, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c1d2e06-935c-cc75-ea27-28148d8edb06", "grossValue": 3037095, "homeNotional": 0.9138086642599278, "foreignNotional": 342.63255866425993}, {"timestamp": "2020-08-12T03:06:39.909Z", "symbol": "ETHUSD", "side": "Sell", "size": 3139, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "0625320b-075d-60bb-5b06-b0e0fdf7e291", "grossValue": 117696805, "homeNotional": 35.412906137184116, "foreignNotional": 13278.069156137184}]} 2020-08-12 06:06:39 DEBUG: message ignored 2020-08-12 06:06:39 DEBUG: check clearing time needed clearing_process_timer=279.98565 2020-08-12 06:06:39 DEBUG: check init order needed init_order_process_timer=379.986387 2020-08-12 06:06:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:39.982Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "95abdbf9-756c-82cc-b011-438ecac4d87c", "grossValue": 15035495, "homeNotional": 4.523916967509026, "foreignNotional": 1696.242666967509}]} 2020-08-12 06:06:40 DEBUG: message ignored 2020-08-12 06:06:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:40.061Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "20952a01-2a5b-be6b-1522-96119a7d4dd3", "grossValue": 15035495, "homeNotional": 4.523916967509026, "foreignNotional": 1696.242666967509}]} 2020-08-12 06:06:40 DEBUG: message ignored 2020-08-12 06:06:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:40.132Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcc8c171-e5f2-958e-c3bc-488ba691f6f0", "grossValue": 14773030, "homeNotional": 4.444945848375451, "foreignNotional": 1666.6324458483755}]} 2020-08-12 06:06:40 DEBUG: message ignored 2020-08-12 06:06:40 DEBUG: check clearing time needed clearing_process_timer=280.987742 2020-08-12 06:06:40 DEBUG: check init order needed init_order_process_timer=380.988091 2020-08-12 06:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "ae983fdf-4d73-cb5c-ff3f-32bd5bd9daed", "grossValue": 7499000, "homeNotional": 2.256317689530686, "foreignNotional": 846.0063176895306}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "03e02399-a20e-8705-271c-c28a357ab00c", "grossValue": 1087355, "homeNotional": 0.32716606498194944, "foreignNotional": 122.67091606498195}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 443, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "4bb67682-009b-8ee9-11a2-d5f4e2751cbf", "grossValue": 16610285, "homeNotional": 4.997743682310469, "foreignNotional": 1873.9039936823106}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "23cf98ac-506d-26b6-e441-f276460d0250", "grossValue": 2174710, "homeNotional": 0.6543321299638989, "foreignNotional": 245.3418321299639}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 2276, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f95beb33-75d7-85a8-d26b-d60bcd58d699", "grossValue": 85338620, "homeNotional": 25.676895306859205, "foreignNotional": 9627.551895306859}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 106, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "adeb737f-730c-f24c-ab96-27f7dbda667a", "grossValue": 3974470, "homeNotional": 1.1958483754512634, "foreignNotional": 448.38334837545125}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d16f411f-6c53-b5a6-76b8-de41c9ff1842", "grossValue": 18747500, "homeNotional": 5.640794223826715, "foreignNotional": 2115.0157942238266}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 99, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "791700c1-11b2-484e-c251-670888c9688e", "grossValue": 3712005, "homeNotional": 1.1168772563176896, "foreignNotional": 418.7731272563177}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f44065ed-9a3b-c17e-f7cd-13138ef74cca", "grossValue": 18747500, "homeNotional": 5.640794223826715, "foreignNotional": 2115.0157942238266}, {"timestamp": "2020-08-12T03:06:41.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "f168eec3-4ef5-bbae-3219-394900cff27a", "grossValue": 37495000, "homeNotional": 11.28158844765343, "foreignNotional": 4230.031588447653}]} 2020-08-12 06:06:41 DEBUG: message ignored 2020-08-12 06:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:41.928Z", "symbol": "ETHUSD", "side": "Sell", "size": 81, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "91af15f9-91aa-7650-8823-e8ec59798bd8", "grossValue": 3036690, "homeNotional": 0.9138086642599278, "foreignNotional": 342.58686823104694}, {"timestamp": "2020-08-12T03:06:41.928Z", "symbol": "ETHUSD", "side": "Sell", "size": 2419, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "924ba686-f4aa-3d14-0139-fae84445f439", "grossValue": 90688310, "homeNotional": 27.290162454873645, "foreignNotional": 10231.08190433213}]} 2020-08-12 06:06:41 DEBUG: message ignored 2020-08-12 06:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:41.952Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "08911ead-f486-d055-150c-f893a1a92061", "grossValue": 374950, "homeNotional": 0.11281588447653429, "foreignNotional": 42.30031588447653}]} 2020-08-12 06:06:41 DEBUG: message ignored 2020-08-12 06:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:41.956Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "59c8c719-e7f3-14d1-3699-be0fdde7dfca", "grossValue": 449940, "homeNotional": 0.13537906137184116, "foreignNotional": 50.76037906137184}]} 2020-08-12 06:06:41 DEBUG: message ignored 2020-08-12 06:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:41.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "74e34e22-fd0c-947a-897b-0e9a6114e354", "grossValue": 412445, "homeNotional": 0.12409747292418773, "foreignNotional": 46.53034747292419}]} 2020-08-12 06:06:41 DEBUG: message ignored 2020-08-12 06:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:41.966Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "44c339f8-aba1-dc24-117d-426ab7e7ddc9", "grossValue": 412445, "homeNotional": 0.12409747292418773, "foreignNotional": 46.53034747292419}]} 2020-08-12 06:06:41 DEBUG: message ignored 2020-08-12 06:06:41 DEBUG: check clearing time needed clearing_process_timer=281.989311 2020-08-12 06:06:41 DEBUG: check init order needed init_order_process_timer=381.989463 2020-08-12 06:06:42 DEBUG: check clearing time needed clearing_process_timer=282.99066 2020-08-12 06:06:42 DEBUG: check init order needed init_order_process_timer=382.99093 2020-08-12 06:06:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:43.202Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "db06b45d-5111-ebe0-3291-3ea561104e25", "grossValue": 15033490, "homeNotional": 4.523916967509026, "foreignNotional": 1696.0164711191335}]} 2020-08-12 06:06:43 DEBUG: message ignored 2020-08-12 06:06:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:43.252Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "1932d175-9a97-da5d-e289-e060430cd1f0", "grossValue": 487435, "homeNotional": 0.1466606498194946, "foreignNotional": 54.990410649819495}]} 2020-08-12 06:06:43 DEBUG: message ignored 2020-08-12 06:06:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:43.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "55d42272-ddd6-9948-61cd-231753ef4f56", "grossValue": 449940, "homeNotional": 0.13537906137184116, "foreignNotional": 50.76037906137184}]} 2020-08-12 06:06:43 DEBUG: message ignored 2020-08-12 06:06:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:43.257Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "8946a48d-9c86-88e5-1fcc-aef4a868d8bc", "grossValue": 412445, "homeNotional": 0.12409747292418773, "foreignNotional": 46.53034747292419}]} 2020-08-12 06:06:43 DEBUG: message ignored 2020-08-12 06:06:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:43.265Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e73b021-b147-2443-eeec-c5dc1032ac82", "grossValue": 374950, "homeNotional": 0.11281588447653429, "foreignNotional": 42.30031588447653}]} 2020-08-12 06:06:43 DEBUG: message ignored 2020-08-12 06:06:43 DEBUG: check clearing time needed clearing_process_timer=283.992099 2020-08-12 06:06:43 DEBUG: check init order needed init_order_process_timer=383.992368 2020-08-12 06:06:44 DEBUG: check clearing time needed clearing_process_timer=284.993078 2020-08-12 06:06:44 DEBUG: check init order needed init_order_process_timer=384.99336 2020-08-12 06:06:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:45.268Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "db604c9d-8a4a-89ad-ba21-ec95997ab09f", "grossValue": 15033490, "homeNotional": 4.523916967509026, "foreignNotional": 1696.0164711191335}]} 2020-08-12 06:06:45 DEBUG: message ignored 2020-08-12 06:06:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:45.610Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "d8868601-b34b-4581-f9be-29d69ad8bc2f", "grossValue": 487435, "homeNotional": 0.1466606498194946, "foreignNotional": 54.990410649819495}]} 2020-08-12 06:06:45 DEBUG: message ignored 2020-08-12 06:06:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:45.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8834613-af80-445e-dd34-c3f468162749", "grossValue": 449940, "homeNotional": 0.13537906137184116, "foreignNotional": 50.76037906137184}]} 2020-08-12 06:06:45 DEBUG: message ignored 2020-08-12 06:06:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:45.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "21f018af-f229-b3ac-9489-30e8c5811b9d", "grossValue": 412445, "homeNotional": 0.12409747292418773, "foreignNotional": 46.53034747292419}]} 2020-08-12 06:06:45 DEBUG: message ignored 2020-08-12 06:06:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:45.620Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "111ec965-1d34-9449-523f-1fa7f0433825", "grossValue": 487435, "homeNotional": 0.1466606498194946, "foreignNotional": 54.990410649819495}]} 2020-08-12 06:06:45 DEBUG: message ignored 2020-08-12 06:06:45 DEBUG: check clearing time needed clearing_process_timer=285.994537 2020-08-12 06:06:45 DEBUG: check init order needed init_order_process_timer=385.994817 2020-08-12 06:06:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:46.027Z", "symbol": "ETHUSD", "side": "Buy", "size": 134, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea57f77b-fd9e-4df4-35f5-82c93a4a2150", "grossValue": 5024330, "homeNotional": 1.5117328519855595, "foreignNotional": 566.8242328519856}]} 2020-08-12 06:06:46 DEBUG: message ignored 2020-08-12 06:06:46 DEBUG: check clearing time needed clearing_process_timer=286.995997 2020-08-12 06:06:46 DEBUG: check init order needed init_order_process_timer=386.996271 2020-08-12 06:06:47 DEBUG: check clearing time needed clearing_process_timer=287.997087 2020-08-12 06:06:47 DEBUG: check init order needed init_order_process_timer=387.997385 2020-08-12 06:06:48 DEBUG: check clearing time needed clearing_process_timer=288.998581 2020-08-12 06:06:48 DEBUG: check init order needed init_order_process_timer=388.998902 2020-08-12 06:06:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:49.701Z", "symbol": "ETHUSD", "side": "Sell", "size": 779, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "8846e811-af80-e80a-0f24-42030882397c", "grossValue": 29204710, "homeNotional": 8.788357400722022, "foreignNotional": 3294.755189530686}, {"timestamp": "2020-08-12T03:06:49.701Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "67dc3705-e62d-a259-6978-63e66b632a61", "grossValue": 1087210, "homeNotional": 0.32716606498194944, "foreignNotional": 122.65455776173285}, {"timestamp": "2020-08-12T03:06:49.701Z", "symbol": "ETHUSD", "side": "Sell", "size": 569, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "827430fc-ee0f-7fa6-602e-594860c26d1a", "grossValue": 21331810, "homeNotional": 6.419223826714801, "foreignNotional": 2406.567012635379}, {"timestamp": "2020-08-12T03:06:49.701Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "bc0a854f-23f8-757c-e21f-d808c706cd66", "grossValue": 1199680, "homeNotional": 0.36101083032490977, "foreignNotional": 135.34296028880865}, {"timestamp": "2020-08-12T03:06:49.701Z", "symbol": "ETHUSD", "side": "Sell", "size": 1091, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f290127f-7c79-5f78-8f06-a5160e48945d", "grossValue": 40901590, "homeNotional": 12.308212996389893, "foreignNotional": 4614.349052346571}]} 2020-08-12 06:06:49 DEBUG: message ignored 2020-08-12 06:06:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:49.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "72e9f81a-9f39-84f4-cebb-5a993314d80f", "grossValue": 374950, "homeNotional": 0.11281588447653429, "foreignNotional": 42.30031588447653}]} 2020-08-12 06:06:49 DEBUG: message ignored 2020-08-12 06:06:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:49.802Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "e420561e-7dde-4fe1-18be-83ea9b34d35e", "grossValue": 449940, "homeNotional": 0.13537906137184116, "foreignNotional": 50.76037906137184}]} 2020-08-12 06:06:49 DEBUG: message ignored 2020-08-12 06:06:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:49.809Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e025942-e238-b662-5893-13021f2b7ac1", "grossValue": 449940, "homeNotional": 0.13537906137184116, "foreignNotional": 50.76037906137184}]} 2020-08-12 06:06:49 DEBUG: message ignored 2020-08-12 06:06:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:06:49.823Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "aad35c81-11c2-7931-7285-9aa3ed1412d6", "grossValue": 449940, "homeNotional": 0.13537906137184116, "foreignNotional": 50.76037906137184}]} 2020-08-12 06:06:49 DEBUG: message ignored 2020-08-12 06:06:50 DEBUG: check clearing time needed clearing_process_timer=290.000114 2020-08-12 06:06:50 DEBUG: check init order needed init_order_process_timer=390.000424 2020-08-12 06:06:51 DEBUG: check clearing time needed clearing_process_timer=291.001084 2020-08-12 06:06:51 DEBUG: check init order needed init_order_process_timer=391.001357 2020-08-12 06:06:52 DEBUG: check clearing time needed clearing_process_timer=292.002522 2020-08-12 06:06:52 DEBUG: check init order needed init_order_process_timer=392.002781 2020-08-12 06:06:53 DEBUG: check clearing time needed clearing_process_timer=293.003957 2020-08-12 06:06:53 DEBUG: check init order needed init_order_process_timer=393.004221 2020-08-12 06:06:54 DEBUG: check clearing time needed clearing_process_timer=294.005095 2020-08-12 06:06:54 DEBUG: check init order needed init_order_process_timer=394.005359 2020-08-12 06:06:55 DEBUG: check clearing time needed clearing_process_timer=295.006558 2020-08-12 06:06:55 DEBUG: check init order needed init_order_process_timer=395.006879 2020-08-12 06:06:56 DEBUG: check clearing time needed clearing_process_timer=296.008132 2020-08-12 06:06:56 DEBUG: check init order needed init_order_process_timer=396.008444 2020-08-12 06:06:57 DEBUG: check clearing time needed clearing_process_timer=297.009698 2020-08-12 06:06:57 DEBUG: check init order needed init_order_process_timer=397.010043 2020-08-12 06:06:58 DEBUG: check clearing time needed clearing_process_timer=298.011304 2020-08-12 06:06:58 DEBUG: check init order needed init_order_process_timer=398.011562 2020-08-12 06:06:59 DEBUG: check clearing time needed clearing_process_timer=299.012758 2020-08-12 06:06:59 DEBUG: check init order needed init_order_process_timer=399.013068 2020-08-12 06:07:00 DEBUG: check clearing time needed clearing_process_timer=300.014272 2020-08-12 06:07:00 DEBUG: check init order needed init_order_process_timer=400.014556 2020-08-12 06:07:01 DEBUG: check clearing time needed clearing_process_timer=301.01578 2020-08-12 06:07:01 DEBUG: check init order needed init_order_process_timer=401.016066 2020-08-12 06:07:02 DEBUG: check clearing time needed clearing_process_timer=302.018612 2020-08-12 06:07:02 DEBUG: check init order needed init_order_process_timer=402.024901 2020-08-12 06:07:03 DEBUG: check clearing time needed clearing_process_timer=303.026176 2020-08-12 06:07:03 DEBUG: check init order needed init_order_process_timer=403.026517 2020-08-12 06:07:04 DEBUG: check clearing time needed clearing_process_timer=304.0277 2020-08-12 06:07:04 DEBUG: check init order needed init_order_process_timer=404.028 2020-08-12 06:07:05 DEBUG: check clearing time needed clearing_process_timer=305.029165 2020-08-12 06:07:05 DEBUG: check init order needed init_order_process_timer=405.029446 2020-08-12 06:07:06 DEBUG: check clearing time needed clearing_process_timer=306.030668 2020-08-12 06:07:06 DEBUG: check init order needed init_order_process_timer=406.030996 2020-08-12 06:07:07 DEBUG: check clearing time needed clearing_process_timer=307.032271 2020-08-12 06:07:07 DEBUG: check init order needed init_order_process_timer=407.032594 2020-08-12 06:07:08 DEBUG: check clearing time needed clearing_process_timer=308.033834 2020-08-12 06:07:08 DEBUG: check init order needed init_order_process_timer=408.034087 2020-08-12 06:07:09 DEBUG: check clearing time needed clearing_process_timer=309.035261 2020-08-12 06:07:09 DEBUG: check init order needed init_order_process_timer=409.035506 2020-08-12 06:07:10 DEBUG: check clearing time needed clearing_process_timer=310.036714 2020-08-12 06:07:10 DEBUG: check init order needed init_order_process_timer=410.036977 2020-08-12 06:07:11 DEBUG: check clearing time needed clearing_process_timer=311.038189 2020-08-12 06:07:11 DEBUG: check init order needed init_order_process_timer=411.038494 2020-08-12 06:07:12 DEBUG: check clearing time needed clearing_process_timer=312.039733 2020-08-12 06:07:12 DEBUG: check init order needed init_order_process_timer=412.039979 2020-08-12 06:07:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:12.644Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "1f6ef4d0-42ee-8660-de9e-d56cd09ad0a9", "grossValue": 37495, "homeNotional": 0.01127141568981064, "foreignNotional": 4.2262173128945}]} 2020-08-12 06:07:12 DEBUG: message ignored 2020-08-12 06:07:13 DEBUG: check clearing time needed clearing_process_timer=313.041154 2020-08-12 06:07:13 DEBUG: check init order needed init_order_process_timer=413.041423 2020-08-12 06:07:14 DEBUG: check clearing time needed clearing_process_timer=314.042598 2020-08-12 06:07:14 DEBUG: check init order needed init_order_process_timer=414.04283 2020-08-12 06:07:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:14.937Z", "symbol": "ETHUSD", "side": "Buy", "size": 15000, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "6848496e-343a-cdb6-237c-4b88ec6ce17d", "grossValue": 562575000, "homeNotional": 169.07123534715961, "foreignNotional": 63410.16681695221}]} 2020-08-12 06:07:14 DEBUG: message ignored 2020-08-12 06:07:15 DEBUG: check clearing time needed clearing_process_timer=315.044008 2020-08-12 06:07:15 DEBUG: check init order needed init_order_process_timer=415.044332 2020-08-12 06:07:16 DEBUG: check clearing time needed clearing_process_timer=316.045582 2020-08-12 06:07:16 DEBUG: check init order needed init_order_process_timer=416.045826 2020-08-12 06:07:17 DEBUG: check clearing time needed clearing_process_timer=317.04699 2020-08-12 06:07:17 DEBUG: check init order needed init_order_process_timer=417.047227 2020-08-12 06:07:18 DEBUG: check clearing time needed clearing_process_timer=318.048388 2020-08-12 06:07:18 DEBUG: check init order needed init_order_process_timer=418.048636 2020-08-12 06:07:19 DEBUG: check clearing time needed clearing_process_timer=319.049808 2020-08-12 06:07:19 DEBUG: check init order needed init_order_process_timer=419.050083 2020-08-12 06:07:20 DEBUG: check clearing time needed clearing_process_timer=320.050524 2020-08-12 06:07:20 DEBUG: check init order needed init_order_process_timer=420.050842 2020-08-12 06:07:21 DEBUG: check clearing time needed clearing_process_timer=321.05203 2020-08-12 06:07:21 DEBUG: check init order needed init_order_process_timer=421.05236 2020-08-12 06:07:22 DEBUG: check clearing time needed clearing_process_timer=322.05361 2020-08-12 06:07:22 DEBUG: check init order needed init_order_process_timer=422.053866 2020-08-12 06:07:23 DEBUG: check clearing time needed clearing_process_timer=323.055072 2020-08-12 06:07:23 DEBUG: check init order needed init_order_process_timer=423.055365 2020-08-12 06:07:24 DEBUG: check clearing time needed clearing_process_timer=324.05657 2020-08-12 06:07:24 DEBUG: check init order needed init_order_process_timer=424.056826 2020-08-12 06:07:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:24.210Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcd31055-d69d-913d-1011-75005ae0b822", "grossValue": 1125150, "homeNotional": 0.3381424706943192, "foreignNotional": 126.82033363390441}]} 2020-08-12 06:07:24 DEBUG: message ignored 2020-08-12 06:07:25 DEBUG: check clearing time needed clearing_process_timer=325.058008 2020-08-12 06:07:25 DEBUG: check init order needed init_order_process_timer=425.05835 2020-08-12 06:07:26 DEBUG: check clearing time needed clearing_process_timer=326.059586 2020-08-12 06:07:26 DEBUG: check init order needed init_order_process_timer=426.059853 2020-08-12 06:07:27 DEBUG: check clearing time needed clearing_process_timer=327.061073 2020-08-12 06:07:27 DEBUG: check init order needed init_order_process_timer=427.061331 2020-08-12 06:07:28 DEBUG: check clearing time needed clearing_process_timer=328.062506 2020-08-12 06:07:28 DEBUG: check init order needed init_order_process_timer=428.062768 2020-08-12 06:07:29 DEBUG: check clearing time needed clearing_process_timer=329.063955 2020-08-12 06:07:29 DEBUG: check init order needed init_order_process_timer=429.064234 2020-08-12 06:07:30 DEBUG: check clearing time needed clearing_process_timer=330.065441 2020-08-12 06:07:30 DEBUG: check init order needed init_order_process_timer=430.065745 2020-08-12 06:07:31 DEBUG: check clearing time needed clearing_process_timer=331.066927 2020-08-12 06:07:31 DEBUG: check init order needed init_order_process_timer=431.067191 2020-08-12 06:07:32 DEBUG: check clearing time needed clearing_process_timer=332.068369 2020-08-12 06:07:32 DEBUG: check init order needed init_order_process_timer=432.068659 2020-08-12 06:07:33 DEBUG: check clearing time needed clearing_process_timer=333.069878 2020-08-12 06:07:33 DEBUG: check init order needed init_order_process_timer=433.070126 2020-08-12 06:07:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:33.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4e023e1-73db-7b76-b443-7347869c0141", "grossValue": 37505, "homeNotional": 0.01127141568981064, "foreignNotional": 4.227344454463481}]} 2020-08-12 06:07:33 DEBUG: message ignored 2020-08-12 06:07:34 DEBUG: check clearing time needed clearing_process_timer=334.071289 2020-08-12 06:07:34 DEBUG: check init order needed init_order_process_timer=434.071568 2020-08-12 06:07:35 DEBUG: check clearing time needed clearing_process_timer=335.072747 2020-08-12 06:07:35 DEBUG: check init order needed init_order_process_timer=435.073059 2020-08-12 06:07:36 DEBUG: check clearing time needed clearing_process_timer=336.074283 2020-08-12 06:07:36 DEBUG: check init order needed init_order_process_timer=436.074564 2020-08-12 06:07:37 DEBUG: check clearing time needed clearing_process_timer=337.075742 2020-08-12 06:07:37 DEBUG: check init order needed init_order_process_timer=437.076007 2020-08-12 06:07:38 DEBUG: check clearing time needed clearing_process_timer=338.077183 2020-08-12 06:07:38 DEBUG: check init order needed init_order_process_timer=438.077436 2020-08-12 06:07:39 DEBUG: check clearing time needed clearing_process_timer=339.078622 2020-08-12 06:07:39 DEBUG: check init order needed init_order_process_timer=439.078942 2020-08-12 06:07:40 DEBUG: check clearing time needed clearing_process_timer=340.080187 2020-08-12 06:07:40 DEBUG: check init order needed init_order_process_timer=440.080459 2020-08-12 06:07:41 DEBUG: check clearing time needed clearing_process_timer=341.081675 2020-08-12 06:07:41 DEBUG: check init order needed init_order_process_timer=441.081947 2020-08-12 06:07:42 DEBUG: check clearing time needed clearing_process_timer=342.083121 2020-08-12 06:07:42 DEBUG: check init order needed init_order_process_timer=442.08339 2020-08-12 06:07:43 DEBUG: check clearing time needed clearing_process_timer=343.084602 2020-08-12 06:07:43 DEBUG: check init order needed init_order_process_timer=443.084863 2020-08-12 06:07:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:43.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "d2cfd425-279e-8735-444f-b6f9b088d7e9", "grossValue": 7239430, "homeNotional": 2.1753832281334535, "foreignNotional": 815.9862488728585}]} 2020-08-12 06:07:43 DEBUG: message ignored 2020-08-12 06:07:44 DEBUG: check clearing time needed clearing_process_timer=344.08604 2020-08-12 06:07:44 DEBUG: check init order needed init_order_process_timer=444.086303 2020-08-12 06:07:45 DEBUG: check clearing time needed clearing_process_timer=345.087497 2020-08-12 06:07:45 DEBUG: check init order needed init_order_process_timer=445.087917 2020-08-12 06:07:46 DEBUG: check clearing time needed clearing_process_timer=346.089143 2020-08-12 06:07:46 DEBUG: check init order needed init_order_process_timer=446.089405 2020-08-12 06:07:47 DEBUG: check clearing time needed clearing_process_timer=347.090595 2020-08-12 06:07:47 DEBUG: check init order needed init_order_process_timer=447.090883 2020-08-12 06:07:48 DEBUG: check clearing time needed clearing_process_timer=348.092137 2020-08-12 06:07:48 DEBUG: check init order needed init_order_process_timer=448.092393 2020-08-12 06:07:49 DEBUG: check clearing time needed clearing_process_timer=349.093603 2020-08-12 06:07:49 DEBUG: check init order needed init_order_process_timer=449.093859 2020-08-12 06:07:50 DEBUG: check clearing time needed clearing_process_timer=350.095073 2020-08-12 06:07:50 DEBUG: check init order needed init_order_process_timer=450.095361 2020-08-12 06:07:51 DEBUG: check clearing time needed clearing_process_timer=351.09663 2020-08-12 06:07:51 DEBUG: check init order needed init_order_process_timer=451.09693 2020-08-12 06:07:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:51.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 4228, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "55067f9c-605b-f117-bdcf-21ba28b20af5", "grossValue": 158571140, "homeNotional": 47.655545536519384, "foreignNotional": 17873.212353471597}, {"timestamp": "2020-08-12T03:07:51.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 1200, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ed5188a-4ec1-12ae-07f7-48d34751b98a", "grossValue": 45006000, "homeNotional": 13.525698827772768, "foreignNotional": 5072.813345356177}, {"timestamp": "2020-08-12T03:07:51.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "0914106d-23cf-d109-7052-3fd4e49b6083", "grossValue": 18752500, "homeNotional": 5.63570784490532, "foreignNotional": 2113.67222723174}, {"timestamp": "2020-08-12T03:07:51.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4251a5a-115a-c6de-b8d5-09f23c325bd3", "grossValue": 1687725, "homeNotional": 0.5072137060414789, "foreignNotional": 190.23050045085662}, {"timestamp": "2020-08-12T03:07:51.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "7355db68-bc33-0da9-38aa-7be1b58fcf0a", "grossValue": 3000400, "homeNotional": 0.9017132551848512, "foreignNotional": 338.18755635707845}, {"timestamp": "2020-08-12T03:07:51.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "5095195e-78b0-5aae-821e-fe5718458859", "grossValue": 375050000, "homeNotional": 112.7141568981064, "foreignNotional": 42273.4445446348}]} 2020-08-12 06:07:51 DEBUG: message ignored 2020-08-12 06:07:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:51.912Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 375, "tickDirection": "MinusTick", "trdMatchID": "032adfec-6d32-d802-9a9b-3730f9c92ab8", "grossValue": 3000000, "homeNotional": 0.9017132551848512, "foreignNotional": 338.14247069431923}, {"timestamp": "2020-08-12T03:07:51.912Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "8c5e6c44-390b-2f38-c831-e0a195419184", "grossValue": 2999600, "homeNotional": 0.9017132551848512, "foreignNotional": 338.09738503155995}]} 2020-08-12 06:07:51 DEBUG: message ignored 2020-08-12 06:07:52 DEBUG: check clearing time needed clearing_process_timer=352.098241 2020-08-12 06:07:52 DEBUG: check init order needed init_order_process_timer=452.098498 2020-08-12 06:07:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:52.511Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "582f57d8-f0f2-4bf6-0098-ccaeb9c29bfc", "grossValue": 449880, "homeNotional": 0.13525698827772767, "foreignNotional": 50.70784490532011}]} 2020-08-12 06:07:52 DEBUG: message ignored 2020-08-12 06:07:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:52.523Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "ed1a6c52-5f50-73a8-151f-a9f5a38a5631", "grossValue": 37495, "homeNotional": 0.01127141568981064, "foreignNotional": 4.2262173128945}]} 2020-08-12 06:07:52 DEBUG: message ignored 2020-08-12 06:07:53 DEBUG: check clearing time needed clearing_process_timer=353.099668 2020-08-12 06:07:53 DEBUG: check init order needed init_order_process_timer=453.099931 2020-08-12 06:07:54 DEBUG: check clearing time needed clearing_process_timer=354.101129 2020-08-12 06:07:54 DEBUG: check init order needed init_order_process_timer=454.101415 2020-08-12 06:07:55 DEBUG: check clearing time needed clearing_process_timer=355.102689 2020-08-12 06:07:55 DEBUG: check init order needed init_order_process_timer=455.102929 2020-08-12 06:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:55.780Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "ab261a7f-61dd-ede4-eebe-e77c2dfbe2ab", "grossValue": 1274660, "homeNotional": 0.38322813345356177, "foreignNotional": 143.6722272317403}]} 2020-08-12 06:07:55 DEBUG: message ignored 2020-08-12 06:07:56 DEBUG: check clearing time needed clearing_process_timer=356.104106 2020-08-12 06:07:56 DEBUG: check init order needed init_order_process_timer=456.104355 2020-08-12 06:07:57 DEBUG: check clearing time needed clearing_process_timer=357.105537 2020-08-12 06:07:57 DEBUG: check init order needed init_order_process_timer=457.105815 2020-08-12 06:07:58 DEBUG: check clearing time needed clearing_process_timer=358.107007 2020-08-12 06:07:58 DEBUG: check init order needed init_order_process_timer=458.107245 2020-08-12 06:07:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:07:58.187Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "dd9cbbe0-8a80-f4da-3512-d98cde518450", "grossValue": 449880, "homeNotional": 0.13525698827772767, "foreignNotional": 50.70784490532011}]} 2020-08-12 06:07:58 DEBUG: message ignored 2020-08-12 06:07:59 DEBUG: check clearing time needed clearing_process_timer=359.108438 2020-08-12 06:07:59 DEBUG: check init order needed init_order_process_timer=459.108761 2020-08-12 06:08:00 DEBUG: check clearing time needed clearing_process_timer=360.109992 2020-08-12 06:08:00 DEBUG: check init order needed init_order_process_timer=460.110235 2020-08-12 06:08:01 DEBUG: check clearing time needed clearing_process_timer=361.111414 2020-08-12 06:08:01 DEBUG: check init order needed init_order_process_timer=461.111663 2020-08-12 06:08:02 DEBUG: check clearing time needed clearing_process_timer=362.114603 2020-08-12 06:08:02 DEBUG: check init order needed init_order_process_timer=462.120042 2020-08-12 06:08:03 DEBUG: check clearing time needed clearing_process_timer=363.121798 2020-08-12 06:08:03 DEBUG: check init order needed init_order_process_timer=463.122651 2020-08-12 06:08:04 DEBUG: check clearing time needed clearing_process_timer=364.123831 2020-08-12 06:08:04 DEBUG: check init order needed init_order_process_timer=464.124137 2020-08-12 06:08:05 DEBUG: check clearing time needed clearing_process_timer=365.125327 2020-08-12 06:08:05 DEBUG: check init order needed init_order_process_timer=465.125644 2020-08-12 06:08:06 DEBUG: check clearing time needed clearing_process_timer=366.126886 2020-08-12 06:08:06 DEBUG: check init order needed init_order_process_timer=466.127252 2020-08-12 06:08:07 DEBUG: check clearing time needed clearing_process_timer=367.128479 2020-08-12 06:08:07 DEBUG: check init order needed init_order_process_timer=467.128736 2020-08-12 06:08:08 DEBUG: check clearing time needed clearing_process_timer=368.129078 2020-08-12 06:08:08 DEBUG: check init order needed init_order_process_timer=468.129341 2020-08-12 06:08:09 DEBUG: check clearing time needed clearing_process_timer=369.130483 2020-08-12 06:08:09 DEBUG: check init order needed init_order_process_timer=469.130909 2020-08-12 06:08:10 DEBUG: check clearing time needed clearing_process_timer=370.132223 2020-08-12 06:08:10 DEBUG: check init order needed init_order_process_timer=470.132537 2020-08-12 06:08:11 DEBUG: check clearing time needed clearing_process_timer=371.133716 2020-08-12 06:08:11 DEBUG: check init order needed init_order_process_timer=471.133971 2020-08-12 06:08:12 DEBUG: check clearing time needed clearing_process_timer=372.135132 2020-08-12 06:08:12 DEBUG: check init order needed init_order_process_timer=472.135411 2020-08-12 06:08:13 DEBUG: check clearing time needed clearing_process_timer=373.136644 2020-08-12 06:08:13 DEBUG: check init order needed init_order_process_timer=473.136916 2020-08-12 06:08:14 DEBUG: check clearing time needed clearing_process_timer=374.138122 2020-08-12 06:08:14 DEBUG: check init order needed init_order_process_timer=474.138386 2020-08-12 06:08:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:14.439Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e0d019d1-64bd-eb3f-9ec0-57dd6499bddc", "grossValue": 1649560, "homeNotional": 0.49599819637019504, "foreignNotional": 185.94972381918612}, {"timestamp": "2020-08-12T03:08:14.439Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "277c6056-51a0-e5e9-6961-a6efd852062f", "grossValue": 149960000, "homeNotional": 45.090745124563185, "foreignNotional": 16904.520347198737}, {"timestamp": "2020-08-12T03:08:14.439Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "410ea630-1151-9d6e-3aff-d6c963b42b67", "grossValue": 1087210, "homeNotional": 0.3269079021530831, "foreignNotional": 122.55777251719084}, {"timestamp": "2020-08-12T03:08:14.439Z", "symbol": "ETHUSD", "side": "Sell", "size": 5927, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "09b77ef2-5bda-e08f-b550-aa8b89f2e339", "grossValue": 222203230, "homeNotional": 66.8132115883215, "foreignNotional": 25048.27302446173}]} 2020-08-12 06:08:14 DEBUG: message ignored 2020-08-12 06:08:15 DEBUG: check clearing time needed clearing_process_timer=375.139559 2020-08-12 06:08:15 DEBUG: check init order needed init_order_process_timer=475.139883 2020-08-12 06:08:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:15.718Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "e3516d0d-66da-cb06-5d3a-d6000ce79bbb", "grossValue": 37495, "homeNotional": 0.011272686281140795, "foreignNotional": 4.226693721113741}]} 2020-08-12 06:08:15 DEBUG: message ignored 2020-08-12 06:08:16 DEBUG: check clearing time needed clearing_process_timer=376.141063 2020-08-12 06:08:16 DEBUG: check init order needed init_order_process_timer=476.141773 2020-08-12 06:08:17 DEBUG: check clearing time needed clearing_process_timer=377.143381 2020-08-12 06:08:17 DEBUG: check init order needed init_order_process_timer=477.143911 2020-08-12 06:08:18 DEBUG: check clearing time needed clearing_process_timer=378.145428 2020-08-12 06:08:18 DEBUG: check init order needed init_order_process_timer=478.145991 2020-08-12 06:08:19 DEBUG: check clearing time needed clearing_process_timer=379.147554 2020-08-12 06:08:19 DEBUG: check init order needed init_order_process_timer=479.148089 2020-08-12 06:08:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:19.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d06d0f8-2295-1689-49e8-6126c5b51e9b", "grossValue": 37495000, "homeNotional": 11.272686281140796, "foreignNotional": 4226.693721113741}, {"timestamp": "2020-08-12T03:08:19.627Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 374.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cebf494-ace6-94af-645e-ba979b16553e", "grossValue": 37495000, "homeNotional": 11.272686281140796, "foreignNotional": 4226.693721113741}]} 2020-08-12 06:08:19 DEBUG: message ignored 2020-08-12 06:08:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:19.703Z", "symbol": "ETHUSD", "side": "Buy", "size": 307, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "cfacd748-e3ae-750b-66e8-14ace8b3aada", "grossValue": 11512500, "homeNotional": 3.460714688310224, "foreignNotional": 1297.7680081163342}]} 2020-08-12 06:08:19 DEBUG: message ignored 2020-08-12 06:08:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:19.793Z", "symbol": "ETHUSD", "side": "Buy", "size": 160, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "55b0132e-5c90-2bd4-2e75-a04f065a4f20", "grossValue": 6000800, "homeNotional": 1.8036298049825272, "foreignNotional": 676.4513583586969}, {"timestamp": "2020-08-12T03:08:19.793Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fe652dd-6917-dbf8-0046-abbe6ee684f0", "grossValue": 1875250, "homeNotional": 0.5636343140570398, "foreignNotional": 211.39104948709277}, {"timestamp": "2020-08-12T03:08:19.793Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "9929b251-1a15-af29-8dbf-ddb6db6f2868", "grossValue": 1125150, "homeNotional": 0.3381805884342239, "foreignNotional": 126.83462969225566}]} 2020-08-12 06:08:19 DEBUG: message ignored 2020-08-12 06:08:20 DEBUG: check clearing time needed clearing_process_timer=380.149068 2020-08-12 06:08:20 DEBUG: check init order needed init_order_process_timer=480.14932 2020-08-12 06:08:21 DEBUG: check clearing time needed clearing_process_timer=381.150674 2020-08-12 06:08:21 DEBUG: check init order needed init_order_process_timer=481.150932 2020-08-12 06:08:22 DEBUG: check clearing time needed clearing_process_timer=382.152343 2020-08-12 06:08:22 DEBUG: check init order needed init_order_process_timer=482.152598 2020-08-12 06:08:23 DEBUG: check clearing time needed clearing_process_timer=383.153281 2020-08-12 06:08:23 DEBUG: check init order needed init_order_process_timer=483.153534 2020-08-12 06:08:24 DEBUG: check clearing time needed clearing_process_timer=384.154931 2020-08-12 06:08:24 DEBUG: check init order needed init_order_process_timer=484.155208 2020-08-12 06:08:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:24.801Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "34d39008-2f68-08de-b2a2-1c963da0bbce", "grossValue": 45012000, "homeNotional": 13.527223537368956, "foreignNotional": 5074.061548867095}]} 2020-08-12 06:08:24 DEBUG: message ignored 2020-08-12 06:08:25 DEBUG: check clearing time needed clearing_process_timer=385.156377 2020-08-12 06:08:25 DEBUG: check init order needed init_order_process_timer=485.15666 2020-08-12 06:08:26 DEBUG: check clearing time needed clearing_process_timer=386.157073 2020-08-12 06:08:26 DEBUG: check init order needed init_order_process_timer=486.157368 2020-08-12 06:08:27 DEBUG: check clearing time needed clearing_process_timer=387.158793 2020-08-12 06:08:27 DEBUG: check init order needed init_order_process_timer=487.159093 2020-08-12 06:08:28 DEBUG: check clearing time needed clearing_process_timer=388.160529 2020-08-12 06:08:28 DEBUG: check init order needed init_order_process_timer=488.160769 2020-08-12 06:08:29 DEBUG: check clearing time needed clearing_process_timer=389.16107 2020-08-12 06:08:29 DEBUG: check init order needed init_order_process_timer=489.161315 2020-08-12 06:08:30 DEBUG: check clearing time needed clearing_process_timer=390.162686 2020-08-12 06:08:30 DEBUG: check init order needed init_order_process_timer=490.162919 2020-08-12 06:08:31 DEBUG: check clearing time needed clearing_process_timer=391.163411 2020-08-12 06:08:31 DEBUG: check init order needed init_order_process_timer=491.163685 2020-08-12 06:08:32 DEBUG: check clearing time needed clearing_process_timer=392.165103 2020-08-12 06:08:32 DEBUG: check init order needed init_order_process_timer=492.165341 2020-08-12 06:08:33 DEBUG: check clearing time needed clearing_process_timer=393.16672 2020-08-12 06:08:33 DEBUG: check init order needed init_order_process_timer=493.166979 2020-08-12 06:08:34 DEBUG: check clearing time needed clearing_process_timer=394.168383 2020-08-12 06:08:34 DEBUG: check init order needed init_order_process_timer=494.168693 2020-08-12 06:08:35 DEBUG: check clearing time needed clearing_process_timer=395.169916 2020-08-12 06:08:35 DEBUG: check init order needed init_order_process_timer=495.170191 2020-08-12 06:08:36 DEBUG: check clearing time needed clearing_process_timer=396.171394 2020-08-12 06:08:36 DEBUG: check init order needed init_order_process_timer=496.171679 2020-08-12 06:08:37 DEBUG: check clearing time needed clearing_process_timer=397.1731 2020-08-12 06:08:37 DEBUG: check init order needed init_order_process_timer=497.173369 2020-08-12 06:08:38 DEBUG: check clearing time needed clearing_process_timer=398.174833 2020-08-12 06:08:38 DEBUG: check init order needed init_order_process_timer=498.175091 2020-08-12 06:08:39 DEBUG: check clearing time needed clearing_process_timer=399.176277 2020-08-12 06:08:39 DEBUG: check init order needed init_order_process_timer=499.176566 2020-08-12 06:08:40 DEBUG: check clearing time needed clearing_process_timer=400.177761 2020-08-12 06:08:40 DEBUG: check init order needed init_order_process_timer=500.178021 2020-08-12 06:08:41 DEBUG: check clearing time needed clearing_process_timer=401.179192 2020-08-12 06:08:41 DEBUG: check init order needed init_order_process_timer=501.179461 2020-08-12 06:08:42 DEBUG: check clearing time needed clearing_process_timer=402.180645 2020-08-12 06:08:42 DEBUG: check init order needed init_order_process_timer=502.18092 2020-08-12 06:08:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:42.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 1104, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "9f7bb066-9f32-1c53-a46d-69102729f3f9", "grossValue": 41405520, "homeNotional": 12.446448703494926, "foreignNotional": 4668.040586245772}, {"timestamp": "2020-08-12T03:08:42.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 1391, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "4da4ec3d-5d71-cbb2-3008-31a823cef4f0", "grossValue": 52169455, "homeNotional": 15.682074408117249, "foreignNotional": 5881.562006764374}, {"timestamp": "2020-08-12T03:08:42.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 102, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ffff472-4dd1-00ee-26bc-d8de5c69d96c", "grossValue": 3825510, "homeNotional": 1.1499436302142052, "foreignNotional": 431.28635851183765}, {"timestamp": "2020-08-12T03:08:42.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d48b632-008d-0d6a-e423-f0ebfab54201", "grossValue": 1200160, "homeNotional": 0.36076662908680945, "foreignNotional": 135.3055242390079}, {"timestamp": "2020-08-12T03:08:42.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 281, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb432a29-6b12-f082-1c16-a8cbcf95c451", "grossValue": 10538905, "homeNotional": 3.167981961668546, "foreignNotional": 1188.151634723788}, {"timestamp": "2020-08-12T03:08:42.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c270463c-c571-d646-888a-c68fbf992b80", "grossValue": 3375450, "homeNotional": 1.0146561443066517, "foreignNotional": 380.5467869222097}]} 2020-08-12 06:08:43 DEBUG: message ignored 2020-08-12 06:08:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:43.017Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "9f8825bd-ce71-ade8-e609-a729221bc088", "grossValue": 412610, "homeNotional": 0.12401352874859076, "foreignNotional": 46.51747463359639}]} 2020-08-12 06:08:43 DEBUG: message ignored 2020-08-12 06:08:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:43.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "4770a94f-7995-9e2e-a6ea-be2bede03aeb", "grossValue": 412610, "homeNotional": 0.12401352874859076, "foreignNotional": 46.51747463359639}]} 2020-08-12 06:08:43 DEBUG: message ignored 2020-08-12 06:08:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:43.029Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c85a6584-fd39-e7a1-ff65-6ea29da972da", "grossValue": 450120, "homeNotional": 0.13528748590755355, "foreignNotional": 50.746335963923336}]} 2020-08-12 06:08:43 DEBUG: message ignored 2020-08-12 06:08:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:43.032Z", "symbol": "ETHUSD", "side": "Sell", "size": 410, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "667a743f-8366-817f-8efc-b4ff87dcc068", "grossValue": 15377050, "homeNotional": 4.6223224351747465, "foreignNotional": 1733.6020293122886}]} 2020-08-12 06:08:43 DEBUG: message ignored 2020-08-12 06:08:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:43.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a8075138-b756-dac3-4a25-2e14f1fa5995", "grossValue": 450060, "homeNotional": 0.13528748590755355, "foreignNotional": 50.73957158962796}]} 2020-08-12 06:08:43 DEBUG: message ignored 2020-08-12 06:08:43 DEBUG: check clearing time needed clearing_process_timer=403.182185 2020-08-12 06:08:43 DEBUG: check init order needed init_order_process_timer=503.182499 2020-08-12 06:08:44 DEBUG: check clearing time needed clearing_process_timer=404.183698 2020-08-12 06:08:44 DEBUG: check init order needed init_order_process_timer=504.183967 2020-08-12 06:08:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:44.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 202, "price": 374.95, "tickDirection": "MinusTick", "trdMatchID": "cb3968fb-b195-2418-2f3d-96b4cd21247f", "grossValue": 7573990, "homeNotional": 2.2773393461104847, "foreignNotional": 853.8883878241263}, {"timestamp": "2020-08-12T03:08:44.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 374.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "deaea2cb-a862-2aed-87f4-1859486fa190", "grossValue": 4086955, "homeNotional": 1.2288613303269447, "foreignNotional": 460.7615558060879}]} 2020-08-12 06:08:44 DEBUG: message ignored 2020-08-12 06:08:45 DEBUG: check clearing time needed clearing_process_timer=405.185156 2020-08-12 06:08:45 DEBUG: check init order needed init_order_process_timer=505.185468 2020-08-12 06:08:46 DEBUG: check clearing time needed clearing_process_timer=406.186744 2020-08-12 06:08:46 DEBUG: check init order needed init_order_process_timer=506.187006 2020-08-12 06:08:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:46.812Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.9, "tickDirection": "MinusTick", "trdMatchID": "cbe4fa97-3330-9f14-c740-f23a6db5e458", "grossValue": 1087210, "homeNotional": 0.3269447576099211, "foreignNotional": 122.57158962795941}, {"timestamp": "2020-08-12T03:08:46.812Z", "symbol": "ETHUSD", "side": "Sell", "size": 9971, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "da91c4d6-f461-8888-4f7c-eef8978da246", "grossValue": 373812790, "homeNotional": 112.41262683201803, "foreignNotional": 42143.493799323565}]} 2020-08-12 06:08:46 DEBUG: message ignored 2020-08-12 06:08:47 DEBUG: check clearing time needed clearing_process_timer=407.188182 2020-08-12 06:08:47 DEBUG: check init order needed init_order_process_timer=507.188464 2020-08-12 06:08:48 DEBUG: check clearing time needed clearing_process_timer=408.189656 2020-08-12 06:08:48 DEBUG: check init order needed init_order_process_timer=508.189975 2020-08-12 06:08:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:48.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "3470b699-505d-e2ab-d127-67f6f1b03461", "grossValue": 56235000, "homeNotional": 16.910935738444195, "foreignNotional": 6339.909808342728}]} 2020-08-12 06:08:48 DEBUG: message ignored 2020-08-12 06:08:49 DEBUG: check clearing time needed clearing_process_timer=409.191174 2020-08-12 06:08:49 DEBUG: check init order needed init_order_process_timer=509.191462 2020-08-12 06:08:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:49.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 5984, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "9508b462-d76f-413f-8bbf-57b927fc5d18", "grossValue": 224340160, "homeNotional": 67.46335963923337, "foreignNotional": 25292.01352874859}, {"timestamp": "2020-08-12T03:08:49.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 276, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbaab2b6-b126-c01c-39ac-cf3170721fee", "grossValue": 10347240, "homeNotional": 3.1116121758737316, "foreignNotional": 1166.543404735062}, {"timestamp": "2020-08-12T03:08:49.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 329, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d92cf36-7ee5-3a71-8e53-b52f682f1ca1", "grossValue": 12334210, "homeNotional": 3.7091319052987597, "foreignNotional": 1390.553551296505}, {"timestamp": "2020-08-12T03:08:49.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "735765ef-f5d2-4e5b-9402-09da318032b1", "grossValue": 2624300, "homeNotional": 0.7891770011273957, "foreignNotional": 295.8624577226607}, {"timestamp": "2020-08-12T03:08:49.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "05768048-c562-7520-fadb-e34840356aa7", "grossValue": 1911990, "homeNotional": 0.5749718151071026, "foreignNotional": 215.55693348365276}, {"timestamp": "2020-08-12T03:08:49.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b609773-1072-5fb7-7b1f-2be7c4971368", "grossValue": 2886730, "homeNotional": 0.8680947012401353, "foreignNotional": 325.44870349492675}]} 2020-08-12 06:08:49 DEBUG: message ignored 2020-08-12 06:08:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:49.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.85, "tickDirection": "MinusTick", "trdMatchID": "acac2c0c-3d1c-80d5-7db0-5d98d15c9446", "grossValue": 2886345, "homeNotional": 0.8680947012401353, "foreignNotional": 325.4052987598647}, {"timestamp": "2020-08-12T03:08:49.803Z", "symbol": "ETHUSD", "side": "Sell", "size": 710, "price": 374.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c957a788-4e7e-4f24-7ce4-7da17071c0a0", "grossValue": 26614350, "homeNotional": 8.004509582863585, "foreignNotional": 3000.490417136415}]} 2020-08-12 06:08:49 DEBUG: message ignored 2020-08-12 06:08:50 DEBUG: check clearing time needed clearing_process_timer=410.192663 2020-08-12 06:08:50 DEBUG: check init order needed init_order_process_timer=510.192925 2020-08-12 06:08:51 DEBUG: check clearing time needed clearing_process_timer=411.19421 2020-08-12 06:08:51 DEBUG: check init order needed init_order_process_timer=511.194482 2020-08-12 06:08:52 DEBUG: check clearing time needed clearing_process_timer=412.195659 2020-08-12 06:08:52 DEBUG: check init order needed init_order_process_timer=512.195914 2020-08-12 06:08:53 DEBUG: check clearing time needed clearing_process_timer=413.197103 2020-08-12 06:08:53 DEBUG: check init order needed init_order_process_timer=513.197379 2020-08-12 06:08:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:53.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "d40f2eed-34ec-333a-980c-b61460c07bff", "grossValue": 1086920, "homeNotional": 0.3269447576099211, "foreignNotional": 122.53889515219842}, {"timestamp": "2020-08-12T03:08:53.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 473, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "75612105-66a7-a73a-a44e-64013a991af3", "grossValue": 17728040, "homeNotional": 5.332581736189402, "foreignNotional": 1998.651634723788}, {"timestamp": "2020-08-12T03:08:53.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9d37256-e5e9-e41d-b6ef-48b31ded6419", "grossValue": 2885960, "homeNotional": 0.8680947012401353, "foreignNotional": 325.3618940248027}, {"timestamp": "2020-08-12T03:08:53.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "e648260f-00ed-e9a4-0524-1cbca8e08244", "grossValue": 187400, "homeNotional": 0.05636978579481398, "foreignNotional": 21.12739571589628}, {"timestamp": "2020-08-12T03:08:53.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 710, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "642e6fa3-f414-2c9f-fe50-3d6521c9cf2f", "grossValue": 26610800, "homeNotional": 8.004509582863585, "foreignNotional": 3000.0901916572716}, {"timestamp": "2020-08-12T03:08:53.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ef60345-9d17-3319-c892-d92cfc943883", "grossValue": 7720880, "homeNotional": 2.322435174746336, "foreignNotional": 870.4487034949267}]} 2020-08-12 06:08:54 DEBUG: message ignored 2020-08-12 06:08:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:54.104Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "a67bd89b-8525-13d0-8639-b45f2ea834f6", "grossValue": 412335, "homeNotional": 0.12401352874859076, "foreignNotional": 46.48647125140924}]} 2020-08-12 06:08:54 DEBUG: message ignored 2020-08-12 06:08:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:54.109Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "9dcc0d53-6806-9bd9-b3a8-6c9fb2ab0c9e", "grossValue": 487305, "homeNotional": 0.14656144306651633, "foreignNotional": 54.93855693348365}]} 2020-08-12 06:08:54 DEBUG: message ignored 2020-08-12 06:08:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:54.112Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 374.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b67382a-4c52-2049-0d9c-f115aa6819b9", "grossValue": 412335, "homeNotional": 0.12401352874859076, "foreignNotional": 46.48647125140924}]} 2020-08-12 06:08:54 DEBUG: message ignored 2020-08-12 06:08:54 DEBUG: check clearing time needed clearing_process_timer=414.198555 2020-08-12 06:08:54 DEBUG: check init order needed init_order_process_timer=514.198853 2020-08-12 06:08:55 DEBUG: check clearing time needed clearing_process_timer=415.200055 2020-08-12 06:08:55 DEBUG: check init order needed init_order_process_timer=515.200338 2020-08-12 06:08:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:55.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 248, "price": 374.8, "tickDirection": "MinusTick", "trdMatchID": "613b8a90-be53-f461-af2f-9dbeb0d7a6b5", "grossValue": 9295040, "homeNotional": 2.7959413754227733, "foreignNotional": 1047.9188275084555}, {"timestamp": "2020-08-12T03:08:55.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "18949c4c-bd12-7492-bdb1-cb7c353ee0b1", "grossValue": 18740000, "homeNotional": 5.636978579481398, "foreignNotional": 2112.7395715896278}, {"timestamp": "2020-08-12T03:08:55.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "611f453b-6665-a483-7e9c-b35f3977ad3a", "grossValue": 2586120, "homeNotional": 0.7779030439684329, "foreignNotional": 291.55806087936867}, {"timestamp": "2020-08-12T03:08:55.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb02f196-2f82-f299-7489-679901d01632", "grossValue": 3073360, "homeNotional": 0.9244644870349493, "foreignNotional": 346.489289740699}, {"timestamp": "2020-08-12T03:08:55.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 710, "price": 374.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "106c8f41-215e-e86f-fe8d-238b3aed7b00", "grossValue": 26610800, "homeNotional": 8.004509582863585, "foreignNotional": 3000.0901916572716}]} 2020-08-12 06:08:55 DEBUG: message ignored 2020-08-12 06:08:56 DEBUG: check clearing time needed clearing_process_timer=416.201137 2020-08-12 06:08:56 DEBUG: check init order needed init_order_process_timer=516.201419 2020-08-12 06:08:57 DEBUG: check clearing time needed clearing_process_timer=417.202639 2020-08-12 06:08:57 DEBUG: check init order needed init_order_process_timer=517.202931 2020-08-12 06:08:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:57.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.75, "tickDirection": "MinusTick", "trdMatchID": "cf9afc0f-3326-4089-750c-44540eed501d", "grossValue": 1086775, "homeNotional": 0.3269447576099211, "foreignNotional": 122.52254791431793}, {"timestamp": "2020-08-12T03:08:57.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbeb5935-8b72-0a02-330e-32946681a8e9", "grossValue": 2885575, "homeNotional": 0.8680947012401353, "foreignNotional": 325.3184892897407}]} 2020-08-12 06:08:57 DEBUG: message ignored 2020-08-12 06:08:58 DEBUG: check clearing time needed clearing_process_timer=418.204125 2020-08-12 06:08:58 DEBUG: check init order needed init_order_process_timer=518.204397 2020-08-12 06:08:59 DEBUG: check clearing time needed clearing_process_timer=419.205779 2020-08-12 06:08:59 DEBUG: check init order needed init_order_process_timer=519.206068 2020-08-12 06:08:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:59.587Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.7, "tickDirection": "MinusTick", "trdMatchID": "6e2b1451-8eb4-c89e-4d4c-c4cda717f5fe", "grossValue": 74940, "homeNotional": 0.02254791431792559, "foreignNotional": 8.44870349492672}, {"timestamp": "2020-08-12T03:08:59.587Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "25238fd6-0f20-7900-5728-aabafe6dfe2f", "grossValue": 2885190, "homeNotional": 0.8680947012401353, "foreignNotional": 325.2750845546787}]} 2020-08-12 06:08:59 DEBUG: message ignored 2020-08-12 06:08:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:08:59.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.65, "tickDirection": "MinusTick", "trdMatchID": "d30eaf33-f484-e3f7-5248-4279242ae767", "grossValue": 1086485, "homeNotional": 0.3269447576099211, "foreignNotional": 122.48985343855693}, {"timestamp": "2020-08-12T03:08:59.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d1726d2-a332-32cc-496b-0d57b88a8577", "grossValue": 74930, "homeNotional": 0.02254791431792559, "foreignNotional": 8.447576099210822}, {"timestamp": "2020-08-12T03:08:59.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7c6a806-49dd-547e-7553-3514574f0061", "grossValue": 374650, "homeNotional": 0.11273957158962795, "foreignNotional": 42.23788049605412}, {"timestamp": "2020-08-12T03:08:59.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1cac66d4-8a86-8db4-65f6-a5d583c286d6", "grossValue": 2884805, "homeNotional": 0.8680947012401353, "foreignNotional": 325.23167981961666}, {"timestamp": "2020-08-12T03:08:59.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 254, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cde7ad5-2c6e-0da8-e4b2-c1b5825df57a", "grossValue": 9516110, "homeNotional": 2.8635851183765504, "foreignNotional": 1072.8421645997746}, {"timestamp": "2020-08-12T03:08:59.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 225, "price": 374.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2f504a5-4ef2-0034-df4f-16b13d325b1f", "grossValue": 8429625, "homeNotional": 2.5366403607666292, "foreignNotional": 950.3523111612176}]} 2020-08-12 06:08:59 DEBUG: message ignored 2020-08-12 06:09:00 DEBUG: check clearing time needed clearing_process_timer=420.207288 2020-08-12 06:09:00 DEBUG: check init order needed init_order_process_timer=520.207567 2020-08-12 06:09:01 DEBUG: check clearing time needed clearing_process_timer=421.208989 2020-08-12 06:09:01 DEBUG: check init order needed init_order_process_timer=521.209331 2020-08-12 06:09:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:01.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.6, "tickDirection": "MinusTick", "trdMatchID": "9d866370-bf33-4335-a98a-e1c7069954a9", "grossValue": 1086340, "homeNotional": 0.3268710550045086, "foreignNotional": 122.4458972046889}, {"timestamp": "2020-08-12T03:09:01.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f59b3424-97e4-d978-05e4-6db558dee0fd", "grossValue": 1873000, "homeNotional": 0.563570784490532, "foreignNotional": 211.1136158701533}, {"timestamp": "2020-08-12T03:09:01.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "20ca3787-1127-c5f4-d412-1381fbe4de2a", "grossValue": 2884420, "homeNotional": 0.8678990081154193, "foreignNotional": 325.1149684400361}, {"timestamp": "2020-08-12T03:09:01.399Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 374.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b35debd-5461-3cd8-f970-b6db8b7ea0f7", "grossValue": 5619000, "homeNotional": 1.690712353471596, "foreignNotional": 633.3408476104598}]} 2020-08-12 06:09:01 DEBUG: message ignored 2020-08-12 06:09:02 DEBUG: check clearing time needed clearing_process_timer=422.211339 2020-08-12 06:09:02 DEBUG: check init order needed init_order_process_timer=522.221241 2020-08-12 06:09:03 DEBUG: check clearing time needed clearing_process_timer=423.223403 2020-08-12 06:09:03 DEBUG: check init order needed init_order_process_timer=523.226822 2020-08-12 06:09:04 DEBUG: check clearing time needed clearing_process_timer=424.229094 2020-08-12 06:09:04 DEBUG: check init order needed init_order_process_timer=524.23135 2020-08-12 06:09:05 DEBUG: check clearing time needed clearing_process_timer=425.236857 2020-08-12 06:09:05 DEBUG: check init order needed init_order_process_timer=525.237453 2020-08-12 06:09:06 DEBUG: check clearing time needed clearing_process_timer=426.239032 2020-08-12 06:09:06 DEBUG: check init order needed init_order_process_timer=526.239675 2020-08-12 06:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:06.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 77, "price": 374.55, "tickDirection": "MinusTick", "trdMatchID": "a5ad02c9-aca0-c91c-716d-d54f71459a9e", "grossValue": 2884035, "homeNotional": 0.8678990081154193, "foreignNotional": 325.0715734896303}, {"timestamp": "2020-08-12T03:09:06.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 302, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fb732da-c25a-f9f7-fd9a-3640fdb50842", "grossValue": 11311410, "homeNotional": 3.403967538322813, "foreignNotional": 1274.9560414788098}, {"timestamp": "2020-08-12T03:09:06.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a13781b9-4c9a-28cb-070f-0c3c91c686d3", "grossValue": 561825, "homeNotional": 0.1690712353471596, "foreignNotional": 63.32563119927863}]} 2020-08-12 06:09:06 DEBUG: message ignored 2020-08-12 06:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:06.897Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a03240f-0dc3-46b7-fb82-409402c6a235", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:06 DEBUG: message ignored 2020-08-12 06:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:06.965Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5311a06-9a2d-7e79-c769-1fb8b6843f39", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:06 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.035Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "715a807d-ac41-56a0-97a6-116a396b6b6b", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.172Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "be58f4c9-17b0-952a-8f69-09b90d47b60c", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: check clearing time needed clearing_process_timer=427.241117 2020-08-12 06:09:07 DEBUG: check init order needed init_order_process_timer=527.241383 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.335Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "45ab7d9c-b663-46ad-ea1b-fcc983d01afa", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.408Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c05c5b45-4a7c-c5f9-992c-ec68f3e7b155", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "47a5c6ca-b210-bce7-0511-7e3e26b46704", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.555Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff6db58c-553c-3810-c636-587672523e13", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.622Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d1c08d8-05a7-5051-5197-add32f9dd34f", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.702Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff63ab11-1928-5a8f-4779-e175335b263a", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:07.855Z", "symbol": "ETHUSD", "side": "Sell", "size": 3213, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f15df93-d74f-50a0-13c3-3a14dd3d3946", "grossValue": 120342915, "homeNotional": 36.215058611361584, "foreignNotional": 13564.350202885482}]} 2020-08-12 06:09:07 DEBUG: message ignored 2020-08-12 06:09:08 DEBUG: check clearing time needed clearing_process_timer=428.242575 2020-08-12 06:09:08 DEBUG: check init order needed init_order_process_timer=528.242825 2020-08-12 06:09:09 DEBUG: check clearing time needed clearing_process_timer=429.244025 2020-08-12 06:09:09 DEBUG: check init order needed init_order_process_timer=529.244262 2020-08-12 06:09:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:09.768Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "877de295-635d-b3e2-6a63-f7ffc626306c", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:09 DEBUG: message ignored 2020-08-12 06:09:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:09.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4779deb7-5791-bc8b-7f56-d4779be9c7b4", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:09 DEBUG: message ignored 2020-08-12 06:09:10 DEBUG: check clearing time needed clearing_process_timer=430.245425 2020-08-12 06:09:10 DEBUG: check init order needed init_order_process_timer=530.245749 2020-08-12 06:09:11 DEBUG: check clearing time needed clearing_process_timer=431.246929 2020-08-12 06:09:11 DEBUG: check init order needed init_order_process_timer=531.247187 2020-08-12 06:09:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:11.913Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e91d415a-c53b-3dd7-c793-eeca9aa80895", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:11 DEBUG: message ignored 2020-08-12 06:09:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:11.994Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef884a4b-2a31-d9c9-bcfe-790440107e57", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:12 DEBUG: message ignored 2020-08-12 06:09:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:12.080Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "dceb3695-d2fd-a39a-67fe-0671e6efb112", "grossValue": 14757270, "homeNotional": 4.440937781785392, "foreignNotional": 1663.3532461677187}]} 2020-08-12 06:09:12 DEBUG: message ignored 2020-08-12 06:09:12 DEBUG: check clearing time needed clearing_process_timer=432.248354 2020-08-12 06:09:12 DEBUG: check init order needed init_order_process_timer=532.248598 2020-08-12 06:09:13 DEBUG: check clearing time needed clearing_process_timer=433.249755 2020-08-12 06:09:13 DEBUG: check init order needed init_order_process_timer=533.249995 2020-08-12 06:09:14 DEBUG: check clearing time needed clearing_process_timer=434.251161 2020-08-12 06:09:14 DEBUG: check init order needed init_order_process_timer=534.251398 2020-08-12 06:09:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:15.152Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e269d26-73e4-8935-79e0-f91a8e7a543e", "grossValue": 15019455, "homeNotional": 4.519837691614066, "foreignNotional": 1692.9052073940486}]} 2020-08-12 06:09:15 DEBUG: message ignored 2020-08-12 06:09:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:15.188Z", "symbol": "ETHUSD", "side": "Sell", "size": 1952, "price": 374.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1309cd8-627a-6cf6-fb17-7c4c0d42dea9", "grossValue": 73112160, "homeNotional": 22.00180342651037, "foreignNotional": 8240.775473399459}]} 2020-08-12 06:09:15 DEBUG: message ignored 2020-08-12 06:09:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:15.230Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 374.5, "tickDirection": "MinusTick", "trdMatchID": "42f128c4-1d84-3959-5379-081739c09d24", "grossValue": 1086050, "homeNotional": 0.3268710550045086, "foreignNotional": 122.41321009918846}, {"timestamp": "2020-08-12T03:09:15.230Z", "symbol": "ETHUSD", "side": "Sell", "size": 365, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "22c96361-6b5b-42b6-ae0a-01187c0339cf", "grossValue": 13669250, "homeNotional": 4.114066726780884, "foreignNotional": 1540.717989179441}]} 2020-08-12 06:09:15 DEBUG: message ignored 2020-08-12 06:09:15 DEBUG: check clearing time needed clearing_process_timer=435.252558 2020-08-12 06:09:15 DEBUG: check init order needed init_order_process_timer=535.252707 2020-08-12 06:09:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:15.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "da183268-d590-20ea-6387-e641b78868eb", "grossValue": 15017450, "homeNotional": 4.519837691614066, "foreignNotional": 1692.679215509468}]} 2020-08-12 06:09:15 DEBUG: message ignored 2020-08-12 06:09:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:15.644Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "25ced85a-b694-fde8-7e75-03133854a9ff", "grossValue": 14755300, "homeNotional": 4.440937781785392, "foreignNotional": 1663.1311992786293}]} 2020-08-12 06:09:15 DEBUG: message ignored 2020-08-12 06:09:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:15.714Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "0940942d-dc88-772c-56fe-85467624a2d5", "grossValue": 14755300, "homeNotional": 4.440937781785392, "foreignNotional": 1663.1311992786293}]} 2020-08-12 06:09:15 DEBUG: message ignored 2020-08-12 06:09:16 DEBUG: check clearing time needed clearing_process_timer=436.253068 2020-08-12 06:09:16 DEBUG: check init order needed init_order_process_timer=536.253346 2020-08-12 06:09:17 DEBUG: check clearing time needed clearing_process_timer=437.254545 2020-08-12 06:09:17 DEBUG: check init order needed init_order_process_timer=537.254806 2020-08-12 06:09:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:17.786Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "8a3f1c46-529a-3b90-13b7-bf7f5292b326", "grossValue": 15017450, "homeNotional": 4.519837691614066, "foreignNotional": 1692.679215509468}]} 2020-08-12 06:09:17 DEBUG: message ignored 2020-08-12 06:09:18 DEBUG: check clearing time needed clearing_process_timer=438.255975 2020-08-12 06:09:18 DEBUG: check init order needed init_order_process_timer=538.256334 2020-08-12 06:09:19 DEBUG: check clearing time needed clearing_process_timer=439.257515 2020-08-12 06:09:19 DEBUG: check init order needed init_order_process_timer=539.257782 2020-08-12 06:09:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:20.002Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6139287-ff1b-89ec-277f-aa60e06d28cb", "grossValue": 15017450, "homeNotional": 4.519837691614066, "foreignNotional": 1692.679215509468}]} 2020-08-12 06:09:20 DEBUG: message ignored 2020-08-12 06:09:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:20.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 374.55, "tickDirection": "PlusTick", "trdMatchID": "b729574e-e34a-5242-6584-d37f2112f442", "grossValue": 37455, "homeNotional": 0.01127141568981064, "foreignNotional": 4.221708746618575}, {"timestamp": "2020-08-12T03:09:20.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "add42ffe-0ac9-0bd7-89c9-e5f207a83be9", "grossValue": 1872750, "homeNotional": 0.563570784490532, "foreignNotional": 211.08543733092876}]} 2020-08-12 06:09:20 DEBUG: message ignored 2020-08-12 06:09:20 DEBUG: check clearing time needed clearing_process_timer=440.259027 2020-08-12 06:09:20 DEBUG: check init order needed init_order_process_timer=540.25932 2020-08-12 06:09:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:20.502Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.6, "tickDirection": "PlusTick", "trdMatchID": "ef50db5f-98c6-e981-bab5-a38eabdc237a", "grossValue": 14759240, "homeNotional": 4.440937781785392, "foreignNotional": 1663.5752930568078}]} 2020-08-12 06:09:20 DEBUG: message ignored 2020-08-12 06:09:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:20.629Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "b49eaaf8-a1dc-d7e1-e623-741d7958fad3", "grossValue": 15021460, "homeNotional": 4.519837691614066, "foreignNotional": 1693.1311992786293}]} 2020-08-12 06:09:20 DEBUG: message ignored 2020-08-12 06:09:21 DEBUG: check clearing time needed clearing_process_timer=441.260505 2020-08-12 06:09:21 DEBUG: check init order needed init_order_process_timer=541.260775 2020-08-12 06:09:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:21.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 374.65, "tickDirection": "PlusTick", "trdMatchID": "59990b34-045e-bc96-5ea3-77b032dbd6a5", "grossValue": 224790000, "homeNotional": 67.62849413886384, "foreignNotional": 25337.015329125337}, {"timestamp": "2020-08-12T03:09:21.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e5851c8-9457-c516-8eee-cd976d78ed9f", "grossValue": 1123950, "homeNotional": 0.3381424706943192, "foreignNotional": 126.6850766456267}, {"timestamp": "2020-08-12T03:09:21.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 374.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "95b1d63d-a35d-fd16-b605-a7e098a67621", "grossValue": 749300, "homeNotional": 0.2254283137962128, "foreignNotional": 84.45671776375113}]} 2020-08-12 06:09:21 DEBUG: message ignored 2020-08-12 06:09:22 DEBUG: check clearing time needed clearing_process_timer=442.261091 2020-08-12 06:09:22 DEBUG: check init order needed init_order_process_timer=542.261381 2020-08-12 06:09:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:22.706Z", "symbol": "ETHUSD", "side": "Sell", "size": 109, "price": 374.7, "tickDirection": "PlusTick", "trdMatchID": "4d033fcc-d039-44c3-e8f1-1bca60183983", "grossValue": 4084230, "homeNotional": 1.2285843101893599, "foreignNotional": 460.3505410279531}, {"timestamp": "2020-08-12T03:09:22.706Z", "symbol": "ETHUSD", "side": "Sell", "size": 292, "price": 374.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "71206354-0210-a196-8995-a3873535d3a6", "grossValue": 10941240, "homeNotional": 3.291253381424707, "foreignNotional": 1233.2326420198376}]} 2020-08-12 06:09:22 DEBUG: message ignored 2020-08-12 06:09:23 DEBUG: check clearing time needed clearing_process_timer=443.262559 2020-08-12 06:09:23 DEBUG: check init order needed init_order_process_timer=543.262824 2020-08-12 06:09:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:23.779Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.75, "tickDirection": "PlusTick", "trdMatchID": "7d10b15b-d177-4849-d79b-41c2189eff65", "grossValue": 1873750, "homeNotional": 0.563570784490532, "foreignNotional": 211.19815148782686}, {"timestamp": "2020-08-12T03:09:23.779Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d222bb3-7cf1-2ce6-2b68-1d8dc391bcb2", "grossValue": 1124250, "homeNotional": 0.3381424706943192, "foreignNotional": 126.71889089269612}]} 2020-08-12 06:09:23 DEBUG: message ignored 2020-08-12 06:09:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:23.906Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.8, "tickDirection": "PlusTick", "trdMatchID": "8e41aef8-cd83-c421-1150-aca583cf98c6", "grossValue": 1124400, "homeNotional": 0.3381424706943192, "foreignNotional": 126.73579801623085}]} 2020-08-12 06:09:23 DEBUG: message ignored 2020-08-12 06:09:24 DEBUG: check clearing time needed clearing_process_timer=444.263998 2020-08-12 06:09:24 DEBUG: check init order needed init_order_process_timer=544.26433 2020-08-12 06:09:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:24.771Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3a9c6c5-b564-ef80-3925-97c17953aa9f", "grossValue": 15029480, "homeNotional": 4.519837691614066, "foreignNotional": 1694.0351668169521}]} 2020-08-12 06:09:24 DEBUG: message ignored 2020-08-12 06:09:25 DEBUG: check clearing time needed clearing_process_timer=445.26508 2020-08-12 06:09:25 DEBUG: check init order needed init_order_process_timer=545.265375 2020-08-12 06:09:26 DEBUG: check clearing time needed clearing_process_timer=446.26658 2020-08-12 06:09:26 DEBUG: check init order needed init_order_process_timer=546.266885 2020-08-12 06:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:26.843Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a15e2751-dfda-59af-ad79-48292d9072d1", "grossValue": 15029480, "homeNotional": 4.519837691614066, "foreignNotional": 1694.0351668169521}]} 2020-08-12 06:09:26 DEBUG: message ignored 2020-08-12 06:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:26.914Z", "symbol": "ETHUSD", "side": "Sell", "size": 394, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "43c882c5-21f6-673c-5027-a9259a6c64a4", "grossValue": 14767120, "homeNotional": 4.440937781785392, "foreignNotional": 1664.463480613165}]} 2020-08-12 06:09:26 DEBUG: message ignored 2020-08-12 06:09:27 DEBUG: check clearing time needed clearing_process_timer=447.268114 2020-08-12 06:09:27 DEBUG: check init order needed init_order_process_timer=547.268392 2020-08-12 06:09:28 DEBUG: check clearing time needed clearing_process_timer=448.269605 2020-08-12 06:09:28 DEBUG: check init order needed init_order_process_timer=548.269864 2020-08-12 06:09:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:28.982Z", "symbol": "ETHUSD", "side": "Sell", "size": 401, "price": 374.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc6c27ae-14fd-35ea-21ac-fa41d215a833", "grossValue": 15029480, "homeNotional": 4.519837691614066, "foreignNotional": 1694.0351668169521}]} 2020-08-12 06:09:28 DEBUG: message ignored 2020-08-12 06:09:29 DEBUG: check clearing time needed clearing_process_timer=449.271058 2020-08-12 06:09:29 DEBUG: check init order needed init_order_process_timer=549.271349 2020-08-12 06:09:30 DEBUG: check clearing time needed clearing_process_timer=450.272547 2020-08-12 06:09:30 DEBUG: check init order needed init_order_process_timer=550.272865 2020-08-12 06:09:31 DEBUG: check clearing time needed clearing_process_timer=451.274061 2020-08-12 06:09:31 DEBUG: check init order needed init_order_process_timer=551.27432 2020-08-12 06:09:32 DEBUG: check clearing time needed clearing_process_timer=452.275501 2020-08-12 06:09:32 DEBUG: check init order needed init_order_process_timer=552.275799 2020-08-12 06:09:33 DEBUG: check clearing time needed clearing_process_timer=453.277478 2020-08-12 06:09:33 DEBUG: check init order needed init_order_process_timer=553.277816 2020-08-12 06:09:34 DEBUG: check clearing time needed clearing_process_timer=454.279027 2020-08-12 06:09:34 DEBUG: check init order needed init_order_process_timer=554.279297 2020-08-12 06:09:35 DEBUG: check clearing time needed clearing_process_timer=455.280561 2020-08-12 06:09:35 DEBUG: check init order needed init_order_process_timer=555.280845 2020-08-12 06:09:36 DEBUG: check clearing time needed clearing_process_timer=456.281115 2020-08-12 06:09:36 DEBUG: check init order needed init_order_process_timer=556.281389 2020-08-12 06:09:37 DEBUG: check clearing time needed clearing_process_timer=457.282565 2020-08-12 06:09:37 DEBUG: check init order needed init_order_process_timer=557.282828 2020-08-12 06:09:38 DEBUG: check clearing time needed clearing_process_timer=458.284027 2020-08-12 06:09:38 DEBUG: check init order needed init_order_process_timer=558.284293 2020-08-12 06:09:39 DEBUG: check clearing time needed clearing_process_timer=459.285095 2020-08-12 06:09:39 DEBUG: check init order needed init_order_process_timer=559.285351 2020-08-12 06:09:40 DEBUG: check clearing time needed clearing_process_timer=460.286542 2020-08-12 06:09:40 DEBUG: check init order needed init_order_process_timer=560.286825 2020-08-12 06:09:41 DEBUG: check clearing time needed clearing_process_timer=461.288022 2020-08-12 06:09:41 DEBUG: check init order needed init_order_process_timer=561.288285 2020-08-12 06:09:42 DEBUG: check clearing time needed clearing_process_timer=462.289452 2020-08-12 06:09:42 DEBUG: check init order needed init_order_process_timer=562.289738 2020-08-12 06:09:43 DEBUG: check clearing time needed clearing_process_timer=463.290932 2020-08-12 06:09:43 DEBUG: check init order needed init_order_process_timer=563.29124 2020-08-12 06:09:44 DEBUG: check clearing time needed clearing_process_timer=464.2925 2020-08-12 06:09:44 DEBUG: check init order needed init_order_process_timer=564.29277 2020-08-12 06:09:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:45.221Z", "symbol": "ETHUSD", "side": "Buy", "size": 282, "price": 374.85, "tickDirection": "PlusTick", "trdMatchID": "1b743dca-72de-385f-83cf-0d0008e80c8b", "grossValue": 10570770, "homeNotional": 3.1781809985348812, "foreignNotional": 1191.3411473008002}]} 2020-08-12 06:09:45 DEBUG: message ignored 2020-08-12 06:09:45 DEBUG: check clearing time needed clearing_process_timer=465.29396 2020-08-12 06:09:45 DEBUG: check init order needed init_order_process_timer=565.294286 2020-08-12 06:09:46 DEBUG: check clearing time needed clearing_process_timer=466.295515 2020-08-12 06:09:46 DEBUG: check init order needed init_order_process_timer=566.295773 2020-08-12 06:09:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:09:46.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.9, "tickDirection": "PlusTick", "trdMatchID": "4644763f-9896-6e7a-40b2-ea3a5c5d0a0f", "grossValue": 1124700, "homeNotional": 0.33810436154626394, "foreignNotional": 126.75532514369435}, {"timestamp": "2020-08-12T03:09:46.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 374.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b58556ec-3460-c157-f96c-7a133c3e8bce", "grossValue": 1874500, "homeNotional": 0.5635072692437733, "foreignNotional": 211.25887523949058}, {"timestamp": "2020-08-12T03:09:46.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 374.95, "tickDirection": "PlusTick", "trdMatchID": "aef8fff1-775b-1926-7d63-c4382f5ee29d", "grossValue": 1124850, "homeNotional": 0.33810436154626394, "foreignNotional": 126.77223036177166}]} 2020-08-12 06:09:46 DEBUG: message ignored 2020-08-12 06:09:47 DEBUG: check clearing time needed clearing_process_timer=467.297002 2020-08-12 06:09:47 DEBUG: check init order needed init_order_process_timer=567.297374 2020-08-12 06:09:48 DEBUG: check clearing time needed clearing_process_timer=468.298563 2020-08-12 06:09:48 DEBUG: check init order needed init_order_process_timer=568.298867 2020-08-12 06:09:49 DEBUG: check clearing time needed clearing_process_timer=469.300056 2020-08-12 06:09:49 DEBUG: check init order needed init_order_process_timer=569.300301 2020-08-12 06:09:50 DEBUG: check clearing time needed clearing_process_timer=470.301498 2020-08-12 06:09:50 DEBUG: check init order needed init_order_process_timer=570.301796 2020-08-12 06:09:51 DEBUG: check clearing time needed clearing_process_timer=471.302967 2020-08-12 06:09:51 DEBUG: check init order needed init_order_process_timer=571.303204 2020-08-12 06:09:52 DEBUG: check clearing time needed clearing_process_timer=472.304372 2020-08-12 06:09:52 DEBUG: check init order needed init_order_process_timer=572.304639 2020-08-12 06:09:53 DEBUG: check clearing time needed clearing_process_timer=473.305826 2020-08-12 06:09:53 DEBUG: check init order needed init_order_process_timer=573.306064 2020-08-12 06:09:54 DEBUG: check clearing time needed clearing_process_timer=474.307236 2020-08-12 06:09:54 DEBUG: check init order needed init_order_process_timer=574.30749 2020-08-12 06:09:55 DEBUG: check clearing time needed clearing_process_timer=475.30865 2020-08-12 06:09:55 DEBUG: check init order needed init_order_process_timer=575.308889 2020-08-12 06:09:56 DEBUG: check clearing time needed clearing_process_timer=476.309685 2020-08-12 06:09:56 DEBUG: check init order needed init_order_process_timer=576.309963 2020-08-12 06:09:57 DEBUG: check clearing time needed clearing_process_timer=477.311168 2020-08-12 06:09:57 DEBUG: check init order needed init_order_process_timer=577.311431 2020-08-12 06:09:58 DEBUG: check clearing time needed clearing_process_timer=478.312602 2020-08-12 06:09:58 DEBUG: check init order needed init_order_process_timer=578.312876 2020-08-12 06:09:59 DEBUG: check clearing time needed clearing_process_timer=479.313077 2020-08-12 06:09:59 DEBUG: check init order needed init_order_process_timer=579.313418 2020-08-12 06:10:00 DEBUG: check clearing time needed clearing_process_timer=480.314633 2020-08-12 06:10:00 DEBUG: check init order needed init_order_process_timer=580.314883 2020-08-12 06:10:01 DEBUG: check clearing time needed clearing_process_timer=481.316064 2020-08-12 06:10:01 DEBUG: check init order needed init_order_process_timer=581.316409 2020-08-12 06:10:02 DEBUG: check clearing time needed clearing_process_timer=482.317076 2020-08-12 06:10:02 DEBUG: check init order needed init_order_process_timer=582.317471 2020-08-12 06:10:03 DEBUG: check clearing time needed clearing_process_timer=483.318713 2020-08-12 06:10:03 DEBUG: check init order needed init_order_process_timer=583.318979 2020-08-12 06:10:04 DEBUG: check clearing time needed clearing_process_timer=484.320154 2020-08-12 06:10:04 DEBUG: check init order needed init_order_process_timer=584.320433 2020-08-12 06:10:05 DEBUG: check clearing time needed clearing_process_timer=485.321642 2020-08-12 06:10:05 DEBUG: check init order needed init_order_process_timer=585.321938 2020-08-12 06:10:06 DEBUG: check clearing time needed clearing_process_timer=486.323135 2020-08-12 06:10:06 DEBUG: check init order needed init_order_process_timer=586.323586 2020-08-12 06:10:07 DEBUG: check clearing time needed clearing_process_timer=487.324858 2020-08-12 06:10:07 DEBUG: check init order needed init_order_process_timer=587.325135 2020-08-12 06:10:08 DEBUG: check clearing time needed clearing_process_timer=488.326297 2020-08-12 06:10:08 DEBUG: check init order needed init_order_process_timer=588.326552 2020-08-12 06:10:09 DEBUG: check clearing time needed clearing_process_timer=489.327767 2020-08-12 06:10:09 DEBUG: check init order needed init_order_process_timer=589.328042 2020-08-12 06:10:10 DEBUG: check clearing time needed clearing_process_timer=490.329201 2020-08-12 06:10:10 DEBUG: check init order needed init_order_process_timer=590.329458 2020-08-12 06:10:11 DEBUG: check clearing time needed clearing_process_timer=491.330903 2020-08-12 06:10:11 DEBUG: check init order needed init_order_process_timer=591.331167 2020-08-12 06:10:12 DEBUG: check clearing time needed clearing_process_timer=492.332534 2020-08-12 06:10:12 DEBUG: check init order needed init_order_process_timer=592.332833 2020-08-12 06:10:13 DEBUG: check clearing time needed clearing_process_timer=493.334255 2020-08-12 06:10:13 DEBUG: check init order needed init_order_process_timer=593.334536 2020-08-12 06:10:14 DEBUG: check clearing time needed clearing_process_timer=494.335963 2020-08-12 06:10:14 DEBUG: check init order needed init_order_process_timer=594.336284 2020-08-12 06:10:15 DEBUG: check clearing time needed clearing_process_timer=495.337812 2020-08-12 06:10:15 DEBUG: check init order needed init_order_process_timer=595.338141 2020-08-12 06:10:16 DEBUG: check clearing time needed clearing_process_timer=496.339551 2020-08-12 06:10:16 DEBUG: check init order needed init_order_process_timer=596.339817 2020-08-12 06:10:17 DEBUG: check clearing time needed clearing_process_timer=497.340993 2020-08-12 06:10:17 DEBUG: check init order needed init_order_process_timer=597.341517 2020-08-12 06:10:18 DEBUG: check clearing time needed clearing_process_timer=498.342947 2020-08-12 06:10:18 DEBUG: check init order needed init_order_process_timer=598.343212 2020-08-12 06:10:19 DEBUG: check clearing time needed clearing_process_timer=499.344634 2020-08-12 06:10:19 DEBUG: check init order needed init_order_process_timer=599.344896 2020-08-12 06:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:20.260Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 375, "tickDirection": "PlusTick", "trdMatchID": "2a72fec6-d330-49aa-4b13-3158d996281c", "grossValue": 93750000, "homeNotional": 28.19124943617501, "foreignNotional": 10571.718538565628}]} 2020-08-12 06:10:20 DEBUG: message ignored 2020-08-12 06:10:20 DEBUG: check clearing time needed clearing_process_timer=500.346087 2020-08-12 06:10:20 DEBUG: check init order needed init_order_process_timer=600.346361 2020-08-12 06:10:21 DEBUG: check clearing time needed clearing_process_timer=501.347732 2020-08-12 06:10:21 DEBUG: check init order needed init_order_process_timer=601.347999 2020-08-12 06:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:21.840Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "388654af-c578-0158-6dc0-500b3b1175d5", "grossValue": 1387500, "homeNotional": 0.41723049165539017, "foreignNotional": 156.46143437077131}]} 2020-08-12 06:10:21 DEBUG: message ignored 2020-08-12 06:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:21.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 2463, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "ce860dc9-08b3-52ca-8647-0b8d0c2fa47b", "grossValue": 92362500, "homeNotional": 27.77401894451962, "foreignNotional": 10415.257104194858}, {"timestamp": "2020-08-12T03:10:21.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375, "tickDirection": "ZeroPlusTick", "trdMatchID": "650fd445-7c7a-b329-fa32-cff1c46b6cb5", "grossValue": 18750000, "homeNotional": 5.638249887235002, "foreignNotional": 2114.3437077131257}]} 2020-08-12 06:10:21 DEBUG: message ignored 2020-08-12 06:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:21.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.05, "tickDirection": "PlusTick", "trdMatchID": "6e35b7cf-abd8-36a8-1c86-52d342cc852b", "grossValue": 1125150, "homeNotional": 0.3382949932341001, "foreignNotional": 126.87753721244925}, {"timestamp": "2020-08-12T03:10:21.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "7505c220-aaea-1fa8-9fd2-3177238cefd1", "grossValue": 225030, "homeNotional": 0.06765899864682003, "foreignNotional": 25.37550744248985}]} 2020-08-12 06:10:21 DEBUG: message ignored 2020-08-12 06:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:21.920Z", "symbol": "ETHUSD", "side": "Buy", "size": 494, "price": 375.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb6e22f9-e1f2-eab7-c68a-839b95c47ae0", "grossValue": 18527470, "homeNotional": 5.570590888588182, "foreignNotional": 2089.2501127649975}, {"timestamp": "2020-08-12T03:10:21.920Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "ad52c309-0e5a-9c2f-150f-7e4c4c8d895a", "grossValue": 1125300, "homeNotional": 0.3382949932341001, "foreignNotional": 126.89445196211096}]} 2020-08-12 06:10:21 DEBUG: message ignored 2020-08-12 06:10:22 DEBUG: check clearing time needed clearing_process_timer=502.349173 2020-08-12 06:10:22 DEBUG: check init order needed init_order_process_timer=602.34946 2020-08-12 06:10:23 DEBUG: check clearing time needed clearing_process_timer=503.350663 2020-08-12 06:10:23 DEBUG: check init order needed init_order_process_timer=603.350921 2020-08-12 06:10:24 DEBUG: check clearing time needed clearing_process_timer=504.35215 2020-08-12 06:10:24 DEBUG: check init order needed init_order_process_timer=604.352479 2020-08-12 06:10:25 DEBUG: check clearing time needed clearing_process_timer=505.353661 2020-08-12 06:10:25 DEBUG: check init order needed init_order_process_timer=605.353933 2020-08-12 06:10:26 DEBUG: check clearing time needed clearing_process_timer=506.355109 2020-08-12 06:10:26 DEBUG: check init order needed init_order_process_timer=606.355386 2020-08-12 06:10:27 DEBUG: check clearing time needed clearing_process_timer=507.356561 2020-08-12 06:10:27 DEBUG: check init order needed init_order_process_timer=607.356819 2020-08-12 06:10:28 DEBUG: check clearing time needed clearing_process_timer=508.358007 2020-08-12 06:10:28 DEBUG: check init order needed init_order_process_timer=608.35831 2020-08-12 06:10:29 DEBUG: check clearing time needed clearing_process_timer=509.359512 2020-08-12 06:10:29 DEBUG: check init order needed init_order_process_timer=609.359762 2020-08-12 06:10:30 DEBUG: check clearing time needed clearing_process_timer=510.361056 2020-08-12 06:10:30 DEBUG: check init order needed init_order_process_timer=610.36139 2020-08-12 06:10:31 DEBUG: check clearing time needed clearing_process_timer=511.362678 2020-08-12 06:10:31 DEBUG: check init order needed init_order_process_timer=611.36292 2020-08-12 06:10:32 DEBUG: check clearing time needed clearing_process_timer=512.364094 2020-08-12 06:10:32 DEBUG: check init order needed init_order_process_timer=612.364333 2020-08-12 06:10:33 DEBUG: check clearing time needed clearing_process_timer=513.365063 2020-08-12 06:10:33 DEBUG: check init order needed init_order_process_timer=613.365297 2020-08-12 06:10:34 DEBUG: check clearing time needed clearing_process_timer=514.366468 2020-08-12 06:10:34 DEBUG: check init order needed init_order_process_timer=614.366719 2020-08-12 06:10:35 DEBUG: check clearing time needed clearing_process_timer=515.367886 2020-08-12 06:10:35 DEBUG: check init order needed init_order_process_timer=615.368192 2020-08-12 06:10:36 DEBUG: check clearing time needed clearing_process_timer=516.369414 2020-08-12 06:10:36 DEBUG: check init order needed init_order_process_timer=616.369665 2020-08-12 06:10:37 DEBUG: check clearing time needed clearing_process_timer=517.370902 2020-08-12 06:10:37 DEBUG: check init order needed init_order_process_timer=617.371183 2020-08-12 06:10:38 DEBUG: check clearing time needed clearing_process_timer=518.372358 2020-08-12 06:10:38 DEBUG: check init order needed init_order_process_timer=618.372632 2020-08-12 06:10:39 DEBUG: check clearing time needed clearing_process_timer=519.373821 2020-08-12 06:10:39 DEBUG: check init order needed init_order_process_timer=619.374076 2020-08-12 06:10:40 DEBUG: check clearing time needed clearing_process_timer=520.375273 2020-08-12 06:10:40 DEBUG: check init order needed init_order_process_timer=620.375592 2020-08-12 06:10:41 DEBUG: check clearing time needed clearing_process_timer=521.376864 2020-08-12 06:10:41 DEBUG: check init order needed init_order_process_timer=621.377178 2020-08-12 06:10:42 DEBUG: check clearing time needed clearing_process_timer=522.378374 2020-08-12 06:10:42 DEBUG: check init order needed init_order_process_timer=622.378633 2020-08-12 06:10:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:42.474Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "5249219f-748a-cde0-6310-d8ddf75667fc", "grossValue": 1875500, "homeNotional": 0.563888575617458, "foreignNotional": 211.5146047141085}]} 2020-08-12 06:10:42 DEBUG: message ignored 2020-08-12 06:10:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "b351921d-f081-a2a7-7051-20f2b036afad", "grossValue": 150040, "homeNotional": 0.04511108604939664, "foreignNotional": 16.92116837712868}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 5813, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "5e4d5c35-65f0-b604-cfd2-c06cb6bc689d", "grossValue": 218045630, "homeNotional": 65.55768580128567, "foreignNotional": 24590.687944062254}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 4416, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6f6004d-b475-cbed-0744-b2e3844c250a", "grossValue": 165644160, "homeNotional": 49.80263899853389, "foreignNotional": 18680.96988835006}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 218, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef139f79-b4a9-f057-b945-0b566c8e1eac", "grossValue": 8177180, "homeNotional": 2.458554189692117, "foreignNotional": 922.203676553513}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 799, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "e61cd7a8-fe12-4691-506b-f454376e076a", "grossValue": 29970490, "homeNotional": 9.010939438366979, "foreignNotional": 3380.0033833314537}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 61, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "a998cb9c-1509-12bb-7ebe-d432defd7b82", "grossValue": 2288110, "homeNotional": 0.6879440622532987, "foreignNotional": 258.04781775121234}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 43, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "b13d1fd1-0af3-517f-11c0-303e10ee82c9", "grossValue": 1612930, "homeNotional": 0.4849441750310139, "foreignNotional": 181.9025600541333}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "c0f966e9-62cd-818c-383f-92b4e949247f", "grossValue": 7389470, "homeNotional": 2.2217209879327844, "foreignNotional": 833.3675425735875}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 91, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "2de0a0cb-5c70-58cc-5282-f5c27c44c239", "grossValue": 3413410, "homeNotional": 1.0262772076237736, "foreignNotional": 384.95658057967745}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b728c3e-3fe0-0188-256d-b17b27775198", "grossValue": 2475660, "homeNotional": 0.7443329198150446, "foreignNotional": 279.1992782226232}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 57, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a04ff4e-dae9-832c-44b1-4b1e7a3ddfb5", "grossValue": 2138070, "homeNotional": 0.6428329762039021, "foreignNotional": 241.12664937408368}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d0c28d19-e2d1-6d31-2198-1fa4f5c998dc", "grossValue": 37510, "homeNotional": 0.01127777151234916, "foreignNotional": 4.23029209428217}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "5844ec56-f8a2-3ce3-45d0-a424522073c7", "grossValue": 18755000, "homeNotional": 5.63888575617458, "foreignNotional": 2115.146047141085}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4bed692-20a3-480a-69ee-5d0a9d63f295", "grossValue": 18755000, "homeNotional": 5.63888575617458, "foreignNotional": 2115.146047141085}, {"timestamp": "2020-08-12T03:10:43.158Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b501aa6-cc48-3f15-df9d-8a84ae639608", "grossValue": 37510000, "homeNotional": 11.27777151234916, "foreignNotional": 4230.29209428217}]} 2020-08-12 06:10:43 DEBUG: message ignored 2020-08-12 06:10:43 DEBUG: check clearing time needed clearing_process_timer=523.379812 2020-08-12 06:10:43 DEBUG: check init order needed init_order_process_timer=623.380094 2020-08-12 06:10:44 DEBUG: check clearing time needed clearing_process_timer=524.381308 2020-08-12 06:10:44 DEBUG: check init order needed init_order_process_timer=624.381594 2020-08-12 06:10:45 DEBUG: check clearing time needed clearing_process_timer=525.382783 2020-08-12 06:10:45 DEBUG: check init order needed init_order_process_timer=625.38305 2020-08-12 06:10:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:45.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 347, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "1553717c-ccd7-f2a7-914e-7448956e5156", "grossValue": 13015970, "homeNotional": 3.9133867147851586, "foreignNotional": 1467.911356715913}]} 2020-08-12 06:10:45 DEBUG: message ignored 2020-08-12 06:10:46 DEBUG: check clearing time needed clearing_process_timer=526.384232 2020-08-12 06:10:46 DEBUG: check init order needed init_order_process_timer=626.384493 2020-08-12 06:10:47 DEBUG: check clearing time needed clearing_process_timer=527.38569 2020-08-12 06:10:47 DEBUG: check init order needed init_order_process_timer=627.385961 2020-08-12 06:10:48 DEBUG: check clearing time needed clearing_process_timer=528.387173 2020-08-12 06:10:48 DEBUG: check init order needed init_order_process_timer=628.387453 2020-08-12 06:10:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:48.962Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "29581905-11ff-248f-8673-a4f8ee03028c", "grossValue": 1875250, "homeNotional": 0.563888575617458, "foreignNotional": 211.48641028532762}, {"timestamp": "2020-08-12T03:10:48.962Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 375.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b6e1419-84cb-2fd8-7dcf-6c29f53c3f37", "grossValue": 5625750, "homeNotional": 1.691665726852374, "foreignNotional": 634.4592308559828}]} 2020-08-12 06:10:48 DEBUG: message ignored 2020-08-12 06:10:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:49.000Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "d4131637-c13b-711b-c277-6cf00989c66b", "grossValue": 412610, "homeNotional": 0.12405548663584076, "foreignNotional": 46.53321303710387}]} 2020-08-12 06:10:49 DEBUG: message ignored 2020-08-12 06:10:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:49.003Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed7c8652-2608-84b2-3012-b1a63dd14c53", "grossValue": 412610, "homeNotional": 0.12405548663584076, "foreignNotional": 46.53321303710387}]} 2020-08-12 06:10:49 DEBUG: message ignored 2020-08-12 06:10:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:49.006Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d1fa0649-aea5-a6b0-439f-47fd7144c435", "grossValue": 487630, "homeNotional": 0.14661102966053907, "foreignNotional": 54.99379722566821}]} 2020-08-12 06:10:49 DEBUG: message ignored 2020-08-12 06:10:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:10:49.008Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "76d98ee1-dc4f-c977-7a58-adb00f18870a", "grossValue": 412610, "homeNotional": 0.12405548663584076, "foreignNotional": 46.53321303710387}]} 2020-08-12 06:10:49 DEBUG: message ignored 2020-08-12 06:10:49 DEBUG: check clearing time needed clearing_process_timer=529.388625 2020-08-12 06:10:49 DEBUG: check init order needed init_order_process_timer=629.388899 2020-08-12 06:10:50 DEBUG: check clearing time needed clearing_process_timer=530.390111 2020-08-12 06:10:50 DEBUG: check init order needed init_order_process_timer=630.390383 2020-08-12 06:10:51 DEBUG: check clearing time needed clearing_process_timer=531.391583 2020-08-12 06:10:51 DEBUG: check init order needed init_order_process_timer=631.391845 2020-08-12 06:10:52 DEBUG: check clearing time needed clearing_process_timer=532.393058 2020-08-12 06:10:52 DEBUG: check init order needed init_order_process_timer=632.393324 2020-08-12 06:10:53 DEBUG: check clearing time needed clearing_process_timer=533.394492 2020-08-12 06:10:53 DEBUG: check init order needed init_order_process_timer=633.394824 2020-08-12 06:10:54 DEBUG: check clearing time needed clearing_process_timer=534.396024 2020-08-12 06:10:54 DEBUG: check init order needed init_order_process_timer=634.396282 2020-08-12 06:10:55 DEBUG: check clearing time needed clearing_process_timer=535.397492 2020-08-12 06:10:55 DEBUG: check init order needed init_order_process_timer=635.397773 2020-08-12 06:10:56 DEBUG: check clearing time needed clearing_process_timer=536.398997 2020-08-12 06:10:56 DEBUG: check init order needed init_order_process_timer=636.399267 2020-08-12 06:10:57 DEBUG: check clearing time needed clearing_process_timer=537.400491 2020-08-12 06:10:57 DEBUG: check init order needed init_order_process_timer=637.400779 2020-08-12 06:10:58 DEBUG: check clearing time needed clearing_process_timer=538.401084 2020-08-12 06:10:58 DEBUG: check init order needed init_order_process_timer=638.401358 2020-08-12 06:10:59 DEBUG: check clearing time needed clearing_process_timer=539.402561 2020-08-12 06:10:59 DEBUG: check init order needed init_order_process_timer=639.402956 2020-08-12 06:11:00 DEBUG: check clearing time needed clearing_process_timer=540.404131 2020-08-12 06:11:00 DEBUG: check init order needed init_order_process_timer=640.404405 2020-08-12 06:11:01 DEBUG: check clearing time needed clearing_process_timer=541.405592 2020-08-12 06:11:01 DEBUG: check init order needed init_order_process_timer=641.405873 2020-08-12 06:11:02 DEBUG: check clearing time needed clearing_process_timer=542.408437 2020-08-12 06:11:02 DEBUG: check init order needed init_order_process_timer=642.415059 2020-08-12 06:11:03 DEBUG: check clearing time needed clearing_process_timer=543.416573 2020-08-12 06:11:03 DEBUG: check init order needed init_order_process_timer=643.416843 2020-08-12 06:11:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:04.348Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.05, "tickDirection": "MinusTick", "trdMatchID": "a35fb8f2-5fa5-2856-f4c1-535fab81a5f9", "grossValue": 37505, "homeNotional": 0.011279043537108053, "foreignNotional": 4.230205278592376}]} 2020-08-12 06:11:04 DEBUG: message ignored 2020-08-12 06:11:04 DEBUG: check clearing time needed clearing_process_timer=544.417082 2020-08-12 06:11:04 DEBUG: check init order needed init_order_process_timer=644.417361 2020-08-12 06:11:05 DEBUG: check clearing time needed clearing_process_timer=545.418519 2020-08-12 06:11:05 DEBUG: check init order needed init_order_process_timer=645.418788 2020-08-12 06:11:06 DEBUG: check clearing time needed clearing_process_timer=546.419953 2020-08-12 06:11:06 DEBUG: check init order needed init_order_process_timer=646.420246 2020-08-12 06:11:07 DEBUG: check clearing time needed clearing_process_timer=547.421106 2020-08-12 06:11:07 DEBUG: check init order needed init_order_process_timer=647.421431 2020-08-12 06:11:08 DEBUG: check clearing time needed clearing_process_timer=548.422699 2020-08-12 06:11:08 DEBUG: check init order needed init_order_process_timer=648.423081 2020-08-12 06:11:09 DEBUG: check clearing time needed clearing_process_timer=549.42428 2020-08-12 06:11:09 DEBUG: check init order needed init_order_process_timer=649.424599 2020-08-12 06:11:10 DEBUG: check clearing time needed clearing_process_timer=550.425782 2020-08-12 06:11:10 DEBUG: check init order needed init_order_process_timer=650.426028 2020-08-12 06:11:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:10.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 375.1, "tickDirection": "PlusTick", "trdMatchID": "c56dfa2b-5a35-1ff6-4666-857b87286304", "grossValue": 375100, "homeNotional": 0.11279043537108054, "foreignNotional": 42.30769230769231}, {"timestamp": "2020-08-12T03:11:10.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 390, "price": 375.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "47b049c2-518b-6ac2-badf-12cb63ec0dd8", "grossValue": 14628900, "homeNotional": 4.39882697947214, "foreignNotional": 1650}]} 2020-08-12 06:11:10 DEBUG: message ignored 2020-08-12 06:11:11 DEBUG: check clearing time needed clearing_process_timer=551.427185 2020-08-12 06:11:11 DEBUG: check init order needed init_order_process_timer=651.427448 2020-08-12 06:11:12 DEBUG: check clearing time needed clearing_process_timer=552.428631 2020-08-12 06:11:12 DEBUG: check init order needed init_order_process_timer=652.428933 2020-08-12 06:11:13 DEBUG: check clearing time needed clearing_process_timer=553.430188 2020-08-12 06:11:13 DEBUG: check init order needed init_order_process_timer=653.430419 2020-08-12 06:11:14 DEBUG: check clearing time needed clearing_process_timer=554.431656 2020-08-12 06:11:14 DEBUG: check init order needed init_order_process_timer=654.431916 2020-08-12 06:11:15 DEBUG: check clearing time needed clearing_process_timer=555.433119 2020-08-12 06:11:15 DEBUG: check init order needed init_order_process_timer=655.433404 2020-08-12 06:11:16 DEBUG: check clearing time needed clearing_process_timer=556.434576 2020-08-12 06:11:16 DEBUG: check init order needed init_order_process_timer=656.434838 2020-08-12 06:11:17 DEBUG: check clearing time needed clearing_process_timer=557.436069 2020-08-12 06:11:17 DEBUG: check init order needed init_order_process_timer=657.436327 2020-08-12 06:11:18 DEBUG: check clearing time needed clearing_process_timer=558.437497 2020-08-12 06:11:18 DEBUG: check init order needed init_order_process_timer=658.437817 2020-08-12 06:11:19 DEBUG: check clearing time needed clearing_process_timer=559.438998 2020-08-12 06:11:19 DEBUG: check init order needed init_order_process_timer=659.439237 2020-08-12 06:11:20 DEBUG: check clearing time needed clearing_process_timer=560.440398 2020-08-12 06:11:20 DEBUG: check init order needed init_order_process_timer=660.440635 2020-08-12 06:11:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:20.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.15, "tickDirection": "PlusTick", "trdMatchID": "c26061fd-9164-4f87-e32d-557e8f8431ed", "grossValue": 18757500, "homeNotional": 5.639521768554027, "foreignNotional": 2115.666591473043}, {"timestamp": "2020-08-12T03:11:20.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4a935c20-8867-898b-f4b2-725dafc078c2", "grossValue": 18757500, "homeNotional": 5.639521768554027, "foreignNotional": 2115.666591473043}, {"timestamp": "2020-08-12T03:11:20.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d641ee77-cc4b-517e-d589-e0a261652115", "grossValue": 18757500, "homeNotional": 5.639521768554027, "foreignNotional": 2115.666591473043}, {"timestamp": "2020-08-12T03:11:20.697Z", "symbol": "ETHUSD", "side": "Buy", "size": 264, "price": 375.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b5a6a96-480b-655d-444f-4673596065dc", "grossValue": 9903960, "homeNotional": 2.977667493796526, "foreignNotional": 1117.0719602977667}]} 2020-08-12 06:11:20 DEBUG: message ignored 2020-08-12 06:11:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:20.702Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "b36c1f6a-a51d-7346-6b7f-08d1941b0564", "grossValue": 112560, "homeNotional": 0.03383713061132416, "foreignNotional": 12.695691405368825}]} 2020-08-12 06:11:20 DEBUG: message ignored 2020-08-12 06:11:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:20.705Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b43f47d2-ab49-179d-efd8-0dd5eb38f20a", "grossValue": 1013040, "homeNotional": 0.3045341755019174, "foreignNotional": 114.26122264831942}, {"timestamp": "2020-08-12T03:11:20.705Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "05477115-329f-8661-217f-0e6c09ecc168", "grossValue": 4577440, "homeNotional": 1.3760433115271824, "foreignNotional": 516.2914504849989}]} 2020-08-12 06:11:20 DEBUG: message ignored 2020-08-12 06:11:21 DEBUG: check clearing time needed clearing_process_timer=561.441809 2020-08-12 06:11:21 DEBUG: check init order needed init_order_process_timer=661.442088 2020-08-12 06:11:22 DEBUG: check clearing time needed clearing_process_timer=562.443246 2020-08-12 06:11:22 DEBUG: check init order needed init_order_process_timer=662.443498 2020-08-12 06:11:23 DEBUG: check clearing time needed clearing_process_timer=563.444684 2020-08-12 06:11:23 DEBUG: check init order needed init_order_process_timer=663.444955 2020-08-12 06:11:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:23.926Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "958b4ae0-5995-15db-2628-222ae51888e3", "grossValue": 37520, "homeNotional": 0.011279043537108053, "foreignNotional": 4.231897135122941}]} 2020-08-12 06:11:23 DEBUG: message ignored 2020-08-12 06:11:24 DEBUG: check clearing time needed clearing_process_timer=564.446158 2020-08-12 06:11:24 DEBUG: check init order needed init_order_process_timer=664.446423 2020-08-12 06:11:25 DEBUG: check clearing time needed clearing_process_timer=565.447596 2020-08-12 06:11:25 DEBUG: check init order needed init_order_process_timer=665.447867 2020-08-12 06:11:26 DEBUG: check clearing time needed clearing_process_timer=566.449051 2020-08-12 06:11:26 DEBUG: check init order needed init_order_process_timer=666.449308 2020-08-12 06:11:27 DEBUG: check clearing time needed clearing_process_timer=567.450469 2020-08-12 06:11:27 DEBUG: check init order needed init_order_process_timer=667.450726 2020-08-12 06:11:28 DEBUG: check clearing time needed clearing_process_timer=568.45191 2020-08-12 06:11:28 DEBUG: check init order needed init_order_process_timer=668.452174 2020-08-12 06:11:29 DEBUG: check clearing time needed clearing_process_timer=569.453371 2020-08-12 06:11:29 DEBUG: check init order needed init_order_process_timer=669.453686 2020-08-12 06:11:30 DEBUG: check clearing time needed clearing_process_timer=570.454911 2020-08-12 06:11:30 DEBUG: check init order needed init_order_process_timer=670.45524 2020-08-12 06:11:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:30.970Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 375.15, "tickDirection": "MinusTick", "trdMatchID": "708f66c2-4086-d480-659b-9d846f5211fd", "grossValue": 37515, "homeNotional": 0.01128158844765343, "foreignNotional": 4.232287906137184}]} 2020-08-12 06:11:30 DEBUG: message ignored 2020-08-12 06:11:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:31.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 375.2, "tickDirection": "PlusTick", "trdMatchID": "60d20f4d-6736-7483-f863-0c56711c1355", "grossValue": 412720, "homeNotional": 0.12409747292418773, "foreignNotional": 46.561371841155236}]} 2020-08-12 06:11:31 DEBUG: message ignored 2020-08-12 06:11:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:31.039Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9040768-f5e9-09de-e41b-5f5c824f37d0", "grossValue": 450240, "homeNotional": 0.13537906137184116, "foreignNotional": 50.7942238267148}]} 2020-08-12 06:11:31 DEBUG: message ignored 2020-08-12 06:11:31 DEBUG: check clearing time needed clearing_process_timer=571.456427 2020-08-12 06:11:31 DEBUG: check init order needed init_order_process_timer=671.45679 2020-08-12 06:11:32 DEBUG: check clearing time needed clearing_process_timer=572.457962 2020-08-12 06:11:32 DEBUG: check init order needed init_order_process_timer=672.458263 2020-08-12 06:11:33 DEBUG: check clearing time needed clearing_process_timer=573.459482 2020-08-12 06:11:33 DEBUG: check init order needed init_order_process_timer=673.459757 2020-08-12 06:11:34 DEBUG: check clearing time needed clearing_process_timer=574.460915 2020-08-12 06:11:34 DEBUG: check init order needed init_order_process_timer=674.461251 2020-08-12 06:11:35 DEBUG: check clearing time needed clearing_process_timer=575.462415 2020-08-12 06:11:35 DEBUG: check init order needed init_order_process_timer=675.462699 2020-08-12 06:11:36 DEBUG: check clearing time needed clearing_process_timer=576.46396 2020-08-12 06:11:36 DEBUG: check init order needed init_order_process_timer=676.464275 2020-08-12 06:11:37 DEBUG: check clearing time needed clearing_process_timer=577.465122 2020-08-12 06:11:37 DEBUG: check init order needed init_order_process_timer=677.465383 2020-08-12 06:11:38 DEBUG: check clearing time needed clearing_process_timer=578.466561 2020-08-12 06:11:38 DEBUG: check init order needed init_order_process_timer=678.466825 2020-08-12 06:11:39 DEBUG: check clearing time needed clearing_process_timer=579.467984 2020-08-12 06:11:39 DEBUG: check init order needed init_order_process_timer=679.468323 2020-08-12 06:11:40 DEBUG: check clearing time needed clearing_process_timer=580.469078 2020-08-12 06:11:40 DEBUG: check init order needed init_order_process_timer=680.469335 2020-08-12 06:11:41 DEBUG: check clearing time needed clearing_process_timer=581.470511 2020-08-12 06:11:41 DEBUG: check init order needed init_order_process_timer=681.470786 2020-08-12 06:11:42 DEBUG: check clearing time needed clearing_process_timer=582.471953 2020-08-12 06:11:42 DEBUG: check init order needed init_order_process_timer=682.472265 2020-08-12 06:11:43 DEBUG: check clearing time needed clearing_process_timer=583.473084 2020-08-12 06:11:43 DEBUG: check init order needed init_order_process_timer=683.473428 2020-08-12 06:11:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:43.516Z", "symbol": "ETHUSD", "side": "Buy", "size": 54, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4dd31a2a-701e-5373-095d-cb142c9151f8", "grossValue": 2026080, "homeNotional": 0.6092057761732852, "foreignNotional": 228.5740072202166}, {"timestamp": "2020-08-12T03:11:43.516Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d7ff374-effd-be33-a6d7-e75a9e0def55", "grossValue": 300160, "homeNotional": 0.09025270758122744, "foreignNotional": 33.86281588447653}, {"timestamp": "2020-08-12T03:11:43.516Z", "symbol": "ETHUSD", "side": "Buy", "size": 225, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "9bb04ee2-2d96-77e2-916c-77528fbc8f42", "grossValue": 8442000, "homeNotional": 2.5383574007220218, "foreignNotional": 952.3916967509025}]} 2020-08-12 06:11:43 DEBUG: message ignored 2020-08-12 06:11:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:43.533Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 375.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b973f7c-1e36-7ca3-dc46-f2139d5b7baa", "grossValue": 2814000, "homeNotional": 0.8461191335740073, "foreignNotional": 317.46389891696754}]} 2020-08-12 06:11:43 DEBUG: message ignored 2020-08-12 06:11:44 DEBUG: check clearing time needed clearing_process_timer=584.474622 2020-08-12 06:11:44 DEBUG: check init order needed init_order_process_timer=684.474908 2020-08-12 06:11:45 DEBUG: check clearing time needed clearing_process_timer=585.476074 2020-08-12 06:11:45 DEBUG: check init order needed init_order_process_timer=685.476338 2020-08-12 06:11:46 DEBUG: check clearing time needed clearing_process_timer=586.477067 2020-08-12 06:11:46 DEBUG: check init order needed init_order_process_timer=686.477321 2020-08-12 06:11:47 DEBUG: check clearing time needed clearing_process_timer=587.478484 2020-08-12 06:11:47 DEBUG: check init order needed init_order_process_timer=687.478746 2020-08-12 06:11:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:48.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "PlusTick", "trdMatchID": "89db0397-9b31-d9a5-bc1e-306b60103e54", "grossValue": 1125750, "homeNotional": 0.33844765342960287, "foreignNotional": 127.00248194945848}, {"timestamp": "2020-08-12T03:11:48.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 4970, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "7166e5a9-cfed-72ae-d206-980cf1cec00c", "grossValue": 186499250, "homeNotional": 56.06949458483754, "foreignNotional": 21040.07784296029}]} 2020-08-12 06:11:48 DEBUG: message ignored 2020-08-12 06:11:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:11:48.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b1b9297-ce42-d9d9-df3b-81bf09c2cc96", "grossValue": 1125750, "homeNotional": 0.33844765342960287, "foreignNotional": 127.00248194945848}]} 2020-08-12 06:11:48 DEBUG: message ignored 2020-08-12 06:11:48 DEBUG: check clearing time needed clearing_process_timer=588.479935 2020-08-12 06:11:48 DEBUG: check init order needed init_order_process_timer=688.480188 2020-08-12 06:11:49 DEBUG: check clearing time needed clearing_process_timer=589.481354 2020-08-12 06:11:49 DEBUG: check init order needed init_order_process_timer=689.481611 2020-08-12 06:11:50 DEBUG: check clearing time needed clearing_process_timer=590.482806 2020-08-12 06:11:50 DEBUG: check init order needed init_order_process_timer=690.483133 2020-08-12 06:11:51 DEBUG: check clearing time needed clearing_process_timer=591.484037 2020-08-12 06:11:51 DEBUG: check init order needed init_order_process_timer=691.484313 2020-08-12 06:11:52 DEBUG: check clearing time needed clearing_process_timer=592.485561 2020-08-12 06:11:52 DEBUG: check init order needed init_order_process_timer=692.485887 2020-08-12 06:11:53 DEBUG: check clearing time needed clearing_process_timer=593.487199 2020-08-12 06:11:53 DEBUG: check init order needed init_order_process_timer=693.48749 2020-08-12 06:11:54 DEBUG: check clearing time needed clearing_process_timer=594.488659 2020-08-12 06:11:54 DEBUG: check init order needed init_order_process_timer=694.488977 2020-08-12 06:11:55 DEBUG: check clearing time needed clearing_process_timer=595.490467 2020-08-12 06:11:55 DEBUG: check init order needed init_order_process_timer=695.490733 2020-08-12 06:11:56 DEBUG: check clearing time needed clearing_process_timer=596.491925 2020-08-12 06:11:56 DEBUG: check init order needed init_order_process_timer=696.492165 2020-08-12 06:11:57 DEBUG: check clearing time needed clearing_process_timer=597.493341 2020-08-12 06:11:57 DEBUG: check init order needed init_order_process_timer=697.49359 2020-08-12 06:11:58 DEBUG: check clearing time needed clearing_process_timer=598.494761 2020-08-12 06:11:58 DEBUG: check init order needed init_order_process_timer=698.494982 2020-08-12 06:11:59 DEBUG: check clearing time needed clearing_process_timer=599.49616 2020-08-12 06:11:59 DEBUG: check init order needed init_order_process_timer=699.496393 2020-08-12 06:12:00 DEBUG: check clearing time needed clearing_process_timer=600.49758 2020-08-12 06:12:00 DEBUG: check init order needed init_order_process_timer=700.497806 2020-08-12 06:12:01 DEBUG: check clearing time needed clearing_process_timer=601.499027 2020-08-12 06:12:01 DEBUG: check init order needed init_order_process_timer=701.499299 2020-08-12 06:12:02 DEBUG: check clearing time needed clearing_process_timer=602.501904 2020-08-12 06:12:02 DEBUG: check init order needed init_order_process_timer=702.508068 2020-08-12 06:12:03 DEBUG: check clearing time needed clearing_process_timer=603.509334 2020-08-12 06:12:03 DEBUG: check init order needed init_order_process_timer=703.509692 2020-08-12 06:12:04 DEBUG: check clearing time needed clearing_process_timer=604.510955 2020-08-12 06:12:04 DEBUG: check init order needed init_order_process_timer=704.51137 2020-08-12 06:12:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:12:04.525Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "063f6229-6459-0b7b-8f58-dbbe3ddf3bbd", "grossValue": 11259000, "homeNotional": 3.384476534296029, "foreignNotional": 1270.1940433212997}, {"timestamp": "2020-08-12T03:12:04.525Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "6289dc38-f0f7-fb7c-bb40-069389a0f6f3", "grossValue": 1876500, "homeNotional": 0.5640794223826715, "foreignNotional": 211.6990072202166}, {"timestamp": "2020-08-12T03:12:04.525Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "97b2d5c2-4745-fb42-3d41-db1617249cb5", "grossValue": 15012000, "homeNotional": 4.512635379061372, "foreignNotional": 1693.5920577617328}, {"timestamp": "2020-08-12T03:12:04.525Z", "symbol": "ETHUSD", "side": "Buy", "size": 750, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ba3e049-5964-52b3-9cde-4ed64f54252b", "grossValue": 28147500, "homeNotional": 8.461191335740072, "foreignNotional": 3175.485108303249}]} 2020-08-12 06:12:04 DEBUG: message ignored 2020-08-12 06:12:05 DEBUG: check clearing time needed clearing_process_timer=605.51261 2020-08-12 06:12:05 DEBUG: check init order needed init_order_process_timer=705.512928 2020-08-12 06:12:06 DEBUG: check clearing time needed clearing_process_timer=606.514169 2020-08-12 06:12:06 DEBUG: check init order needed init_order_process_timer=706.514421 2020-08-12 06:12:07 DEBUG: check clearing time needed clearing_process_timer=607.515618 2020-08-12 06:12:07 DEBUG: check init order needed init_order_process_timer=707.515971 2020-08-12 06:12:08 DEBUG: check clearing time needed clearing_process_timer=608.517165 2020-08-12 06:12:08 DEBUG: check init order needed init_order_process_timer=708.517418 2020-08-12 06:12:09 DEBUG: check clearing time needed clearing_process_timer=609.518628 2020-08-12 06:12:09 DEBUG: check init order needed init_order_process_timer=709.518886 2020-08-12 06:12:10 DEBUG: check clearing time needed clearing_process_timer=610.520128 2020-08-12 06:12:10 DEBUG: check init order needed init_order_process_timer=710.520434 2020-08-12 06:12:11 DEBUG: check clearing time needed clearing_process_timer=611.521674 2020-08-12 06:12:11 DEBUG: check init order needed init_order_process_timer=711.521935 2020-08-12 06:12:12 DEBUG: check clearing time needed clearing_process_timer=612.523109 2020-08-12 06:12:12 DEBUG: check init order needed init_order_process_timer=712.523396 2020-08-12 06:12:13 DEBUG: check clearing time needed clearing_process_timer=613.524612 2020-08-12 06:12:13 DEBUG: check init order needed init_order_process_timer=713.524868 2020-08-12 06:12:14 DEBUG: check clearing time needed clearing_process_timer=614.526074 2020-08-12 06:12:14 DEBUG: check init order needed init_order_process_timer=714.526372 2020-08-12 06:12:15 DEBUG: check clearing time needed clearing_process_timer=615.527586 2020-08-12 06:12:15 DEBUG: check init order needed init_order_process_timer=715.527849 2020-08-12 06:12:16 DEBUG: check clearing time needed clearing_process_timer=616.529124 2020-08-12 06:12:16 DEBUG: check init order needed init_order_process_timer=716.529426 2020-08-12 06:12:17 DEBUG: check clearing time needed clearing_process_timer=617.530642 2020-08-12 06:12:17 DEBUG: check init order needed init_order_process_timer=717.530906 2020-08-12 06:12:18 DEBUG: check clearing time needed clearing_process_timer=618.532064 2020-08-12 06:12:18 DEBUG: check init order needed init_order_process_timer=718.532324 2020-08-12 06:12:19 DEBUG: check clearing time needed clearing_process_timer=619.533556 2020-08-12 06:12:19 DEBUG: check init order needed init_order_process_timer=719.533844 2020-08-12 06:12:20 DEBUG: check clearing time needed clearing_process_timer=620.535044 2020-08-12 06:12:20 DEBUG: check init order needed init_order_process_timer=720.535306 2020-08-12 06:12:21 DEBUG: check clearing time needed clearing_process_timer=621.536479 2020-08-12 06:12:21 DEBUG: check init order needed init_order_process_timer=721.536854 2020-08-12 06:12:22 DEBUG: check clearing time needed clearing_process_timer=622.538043 2020-08-12 06:12:22 DEBUG: check init order needed init_order_process_timer=722.538335 2020-08-12 06:12:23 DEBUG: check clearing time needed clearing_process_timer=623.539502 2020-08-12 06:12:23 DEBUG: check init order needed init_order_process_timer=723.539767 2020-08-12 06:12:24 DEBUG: check clearing time needed clearing_process_timer=624.540963 2020-08-12 06:12:24 DEBUG: check init order needed init_order_process_timer=724.541258 2020-08-12 06:12:25 DEBUG: check clearing time needed clearing_process_timer=625.542434 2020-08-12 06:12:25 DEBUG: check init order needed init_order_process_timer=725.542697 2020-08-12 06:12:26 DEBUG: check clearing time needed clearing_process_timer=626.543864 2020-08-12 06:12:26 DEBUG: check init order needed init_order_process_timer=726.544116 2020-08-12 06:12:27 DEBUG: check clearing time needed clearing_process_timer=627.545297 2020-08-12 06:12:27 DEBUG: check init order needed init_order_process_timer=727.545612 2020-08-12 06:12:28 DEBUG: check clearing time needed clearing_process_timer=628.546809 2020-08-12 06:12:28 DEBUG: check init order needed init_order_process_timer=728.547079 2020-08-12 06:12:29 DEBUG: check clearing time needed clearing_process_timer=629.548263 2020-08-12 06:12:29 DEBUG: check init order needed init_order_process_timer=729.548548 2020-08-12 06:12:30 DEBUG: check clearing time needed clearing_process_timer=630.549757 2020-08-12 06:12:30 DEBUG: check init order needed init_order_process_timer=730.550093 2020-08-12 06:12:31 DEBUG: check clearing time needed clearing_process_timer=631.551349 2020-08-12 06:12:31 DEBUG: check init order needed init_order_process_timer=731.551605 2020-08-12 06:12:32 DEBUG: check clearing time needed clearing_process_timer=632.552773 2020-08-12 06:12:32 DEBUG: check init order needed init_order_process_timer=732.553055 2020-08-12 06:12:33 DEBUG: check clearing time needed clearing_process_timer=633.554248 2020-08-12 06:12:33 DEBUG: check init order needed init_order_process_timer=733.554496 2020-08-12 06:12:34 DEBUG: check clearing time needed clearing_process_timer=634.555679 2020-08-12 06:12:34 DEBUG: check init order needed init_order_process_timer=734.555983 2020-08-12 06:12:35 DEBUG: check clearing time needed clearing_process_timer=635.557227 2020-08-12 06:12:35 DEBUG: check init order needed init_order_process_timer=735.557501 2020-08-12 06:12:36 DEBUG: check clearing time needed clearing_process_timer=636.558711 2020-08-12 06:12:36 DEBUG: check init order needed init_order_process_timer=736.558985 2020-08-12 06:12:37 DEBUG: check clearing time needed clearing_process_timer=637.560175 2020-08-12 06:12:37 DEBUG: check init order needed init_order_process_timer=737.560418 2020-08-12 06:12:38 DEBUG: check clearing time needed clearing_process_timer=638.561614 2020-08-12 06:12:38 DEBUG: check init order needed init_order_process_timer=738.561867 2020-08-12 06:12:39 DEBUG: check clearing time needed clearing_process_timer=639.563041 2020-08-12 06:12:39 DEBUG: check init order needed init_order_process_timer=739.5633 2020-08-12 06:12:40 DEBUG: check clearing time needed clearing_process_timer=640.564504 2020-08-12 06:12:40 DEBUG: check init order needed init_order_process_timer=740.564741 2020-08-12 06:12:41 DEBUG: check clearing time needed clearing_process_timer=641.565908 2020-08-12 06:12:41 DEBUG: check init order needed init_order_process_timer=741.566209 2020-08-12 06:12:42 DEBUG: check clearing time needed clearing_process_timer=642.567433 2020-08-12 06:12:42 DEBUG: check init order needed init_order_process_timer=742.567695 2020-08-12 06:12:43 DEBUG: check clearing time needed clearing_process_timer=643.568896 2020-08-12 06:12:43 DEBUG: check init order needed init_order_process_timer=743.569192 2020-08-12 06:12:44 DEBUG: check clearing time needed clearing_process_timer=644.570367 2020-08-12 06:12:44 DEBUG: check init order needed init_order_process_timer=744.57063 2020-08-12 06:12:45 DEBUG: check clearing time needed clearing_process_timer=645.571838 2020-08-12 06:12:45 DEBUG: check init order needed init_order_process_timer=745.572104 2020-08-12 06:12:46 DEBUG: check clearing time needed clearing_process_timer=646.57329 2020-08-12 06:12:46 DEBUG: check init order needed init_order_process_timer=746.573602 2020-08-12 06:12:47 DEBUG: check clearing time needed clearing_process_timer=647.574843 2020-08-12 06:12:47 DEBUG: check init order needed init_order_process_timer=747.575109 2020-08-12 06:12:48 DEBUG: check clearing time needed clearing_process_timer=648.576283 2020-08-12 06:12:48 DEBUG: check init order needed init_order_process_timer=748.57662 2020-08-12 06:12:49 DEBUG: check clearing time needed clearing_process_timer=649.577857 2020-08-12 06:12:49 DEBUG: check init order needed init_order_process_timer=749.578112 2020-08-12 06:12:50 DEBUG: check clearing time needed clearing_process_timer=650.579281 2020-08-12 06:12:50 DEBUG: check init order needed init_order_process_timer=750.579539 2020-08-12 06:12:51 DEBUG: check clearing time needed clearing_process_timer=651.580757 2020-08-12 06:12:51 DEBUG: check init order needed init_order_process_timer=751.58107 2020-08-12 06:12:52 DEBUG: check clearing time needed clearing_process_timer=652.582283 2020-08-12 06:12:52 DEBUG: check init order needed init_order_process_timer=752.582658 2020-08-12 06:12:53 DEBUG: check clearing time needed clearing_process_timer=653.583863 2020-08-12 06:12:53 DEBUG: check init order needed init_order_process_timer=753.584137 2020-08-12 06:12:54 DEBUG: check clearing time needed clearing_process_timer=654.585348 2020-08-12 06:12:54 DEBUG: check init order needed init_order_process_timer=754.585621 2020-08-12 06:12:55 DEBUG: check clearing time needed clearing_process_timer=655.586832 2020-08-12 06:12:55 DEBUG: check init order needed init_order_process_timer=755.58709 2020-08-12 06:12:56 DEBUG: check clearing time needed clearing_process_timer=656.588284 2020-08-12 06:12:56 DEBUG: check init order needed init_order_process_timer=756.588567 2020-08-12 06:12:57 DEBUG: check clearing time needed clearing_process_timer=657.589795 2020-08-12 06:12:57 DEBUG: check init order needed init_order_process_timer=757.590127 2020-08-12 06:12:58 DEBUG: check clearing time needed clearing_process_timer=658.591305 2020-08-12 06:12:58 DEBUG: check init order needed init_order_process_timer=758.591584 2020-08-12 06:12:59 DEBUG: check clearing time needed clearing_process_timer=659.592795 2020-08-12 06:12:59 DEBUG: check init order needed init_order_process_timer=759.593115 2020-08-12 06:13:00 DEBUG: check clearing time needed clearing_process_timer=660.594306 2020-08-12 06:13:00 DEBUG: check init order needed init_order_process_timer=760.594572 2020-08-12 06:13:01 DEBUG: check clearing time needed clearing_process_timer=661.595795 2020-08-12 06:13:01 DEBUG: check init order needed init_order_process_timer=761.596066 2020-08-12 06:13:02 DEBUG: check clearing time needed clearing_process_timer=662.597268 2020-08-12 06:13:02 DEBUG: check init order needed init_order_process_timer=762.603323 2020-08-12 06:13:03 DEBUG: check clearing time needed clearing_process_timer=663.60458 2020-08-12 06:13:03 DEBUG: check init order needed init_order_process_timer=763.604855 2020-08-12 06:13:04 DEBUG: check clearing time needed clearing_process_timer=664.611303 2020-08-12 06:13:04 DEBUG: check init order needed init_order_process_timer=764.611551 2020-08-12 06:13:05 DEBUG: check clearing time needed clearing_process_timer=665.612748 2020-08-12 06:13:05 DEBUG: check init order needed init_order_process_timer=765.613064 2020-08-12 06:13:06 DEBUG: check clearing time needed clearing_process_timer=666.614252 2020-08-12 06:13:06 DEBUG: check init order needed init_order_process_timer=766.614552 2020-08-12 06:13:07 DEBUG: check clearing time needed clearing_process_timer=667.615794 2020-08-12 06:13:07 DEBUG: check init order needed init_order_process_timer=767.616086 2020-08-12 06:13:08 DEBUG: check clearing time needed clearing_process_timer=668.617303 2020-08-12 06:13:08 DEBUG: check init order needed init_order_process_timer=768.617671 2020-08-12 06:13:09 DEBUG: check clearing time needed clearing_process_timer=669.61887 2020-08-12 06:13:09 DEBUG: check init order needed init_order_process_timer=769.619185 2020-08-12 06:13:10 DEBUG: check clearing time needed clearing_process_timer=670.620443 2020-08-12 06:13:10 DEBUG: check init order needed init_order_process_timer=770.620727 2020-08-12 06:13:11 DEBUG: check clearing time needed clearing_process_timer=671.622401 2020-08-12 06:13:11 DEBUG: check init order needed init_order_process_timer=771.622654 2020-08-12 06:13:12 DEBUG: check clearing time needed clearing_process_timer=672.623849 2020-08-12 06:13:12 DEBUG: check init order needed init_order_process_timer=772.624113 2020-08-12 06:13:13 DEBUG: check clearing time needed clearing_process_timer=673.625285 2020-08-12 06:13:13 DEBUG: check init order needed init_order_process_timer=773.625551 2020-08-12 06:13:14 DEBUG: check clearing time needed clearing_process_timer=674.626717 2020-08-12 06:13:14 DEBUG: check init order needed init_order_process_timer=774.626982 2020-08-12 06:13:15 DEBUG: check clearing time needed clearing_process_timer=675.628166 2020-08-12 06:13:15 DEBUG: check init order needed init_order_process_timer=775.628461 2020-08-12 06:13:16 DEBUG: check clearing time needed clearing_process_timer=676.629641 2020-08-12 06:13:16 DEBUG: check init order needed init_order_process_timer=776.629919 2020-08-12 06:13:17 DEBUG: check clearing time needed clearing_process_timer=677.631158 2020-08-12 06:13:17 DEBUG: check init order needed init_order_process_timer=777.631459 2020-08-12 06:13:18 DEBUG: check clearing time needed clearing_process_timer=678.632722 2020-08-12 06:13:18 DEBUG: check init order needed init_order_process_timer=778.633091 2020-08-12 06:13:19 DEBUG: check clearing time needed clearing_process_timer=679.634325 2020-08-12 06:13:19 DEBUG: check init order needed init_order_process_timer=779.634566 2020-08-12 06:13:20 DEBUG: check clearing time needed clearing_process_timer=680.635737 2020-08-12 06:13:20 DEBUG: check init order needed init_order_process_timer=780.636012 2020-08-12 06:13:21 DEBUG: check clearing time needed clearing_process_timer=681.637188 2020-08-12 06:13:21 DEBUG: check init order needed init_order_process_timer=781.63744 2020-08-12 06:13:22 DEBUG: check clearing time needed clearing_process_timer=682.638639 2020-08-12 06:13:22 DEBUG: check init order needed init_order_process_timer=782.63892 2020-08-12 06:13:23 DEBUG: check clearing time needed clearing_process_timer=683.640177 2020-08-12 06:13:23 DEBUG: check init order needed init_order_process_timer=783.640431 2020-08-12 06:13:24 DEBUG: check clearing time needed clearing_process_timer=684.64159 2020-08-12 06:13:24 DEBUG: check init order needed init_order_process_timer=784.641825 2020-08-12 06:13:25 DEBUG: check clearing time needed clearing_process_timer=685.643007 2020-08-12 06:13:25 DEBUG: check init order needed init_order_process_timer=785.643252 2020-08-12 06:13:26 DEBUG: check clearing time needed clearing_process_timer=686.644408 2020-08-12 06:13:26 DEBUG: check init order needed init_order_process_timer=786.64467 2020-08-12 06:13:27 DEBUG: check clearing time needed clearing_process_timer=687.645849 2020-08-12 06:13:27 DEBUG: check init order needed init_order_process_timer=787.646091 2020-08-12 06:13:28 DEBUG: check clearing time needed clearing_process_timer=688.64729 2020-08-12 06:13:28 DEBUG: check init order needed init_order_process_timer=788.647547 2020-08-12 06:13:29 DEBUG: check clearing time needed clearing_process_timer=689.64875 2020-08-12 06:13:29 DEBUG: check init order needed init_order_process_timer=789.648986 2020-08-12 06:13:30 DEBUG: check clearing time needed clearing_process_timer=690.650189 2020-08-12 06:13:30 DEBUG: check init order needed init_order_process_timer=790.650435 2020-08-12 06:13:31 DEBUG: check clearing time needed clearing_process_timer=691.651655 2020-08-12 06:13:31 DEBUG: check init order needed init_order_process_timer=791.651942 2020-08-12 06:13:32 DEBUG: check clearing time needed clearing_process_timer=692.653136 2020-08-12 06:13:32 DEBUG: check init order needed init_order_process_timer=792.653417 2020-08-12 06:13:33 DEBUG: check clearing time needed clearing_process_timer=693.654604 2020-08-12 06:13:33 DEBUG: check init order needed init_order_process_timer=793.654872 2020-08-12 06:13:34 DEBUG: check clearing time needed clearing_process_timer=694.656032 2020-08-12 06:13:34 DEBUG: check init order needed init_order_process_timer=794.65629 2020-08-12 06:13:35 DEBUG: check clearing time needed clearing_process_timer=695.657469 2020-08-12 06:13:35 DEBUG: check init order needed init_order_process_timer=795.657783 2020-08-12 06:13:36 DEBUG: check clearing time needed clearing_process_timer=696.658981 2020-08-12 06:13:36 DEBUG: check init order needed init_order_process_timer=796.65926 2020-08-12 06:13:37 DEBUG: check clearing time needed clearing_process_timer=697.660466 2020-08-12 06:13:37 DEBUG: check init order needed init_order_process_timer=797.660752 2020-08-12 06:13:38 DEBUG: check clearing time needed clearing_process_timer=698.66195 2020-08-12 06:13:38 DEBUG: check init order needed init_order_process_timer=798.662224 2020-08-12 06:13:39 DEBUG: check clearing time needed clearing_process_timer=699.663412 2020-08-12 06:13:39 DEBUG: check init order needed init_order_process_timer=799.663702 2020-08-12 06:13:40 DEBUG: check clearing time needed clearing_process_timer=700.664888 2020-08-12 06:13:40 DEBUG: check init order needed init_order_process_timer=800.665214 2020-08-12 06:13:41 DEBUG: check clearing time needed clearing_process_timer=701.666418 2020-08-12 06:13:41 DEBUG: check init order needed init_order_process_timer=801.666683 2020-08-12 06:13:42 DEBUG: check clearing time needed clearing_process_timer=702.66788 2020-08-12 06:13:42 DEBUG: check init order needed init_order_process_timer=802.668161 2020-08-12 06:13:43 DEBUG: check clearing time needed clearing_process_timer=703.669349 2020-08-12 06:13:43 DEBUG: check init order needed init_order_process_timer=803.669627 2020-08-12 06:13:44 DEBUG: check clearing time needed clearing_process_timer=704.670817 2020-08-12 06:13:44 DEBUG: check init order needed init_order_process_timer=804.671117 2020-08-12 06:13:45 DEBUG: check clearing time needed clearing_process_timer=705.67236 2020-08-12 06:13:45 DEBUG: check init order needed init_order_process_timer=805.672658 2020-08-12 06:13:46 DEBUG: check clearing time needed clearing_process_timer=706.673853 2020-08-12 06:13:46 DEBUG: check init order needed init_order_process_timer=806.674152 2020-08-12 06:13:47 DEBUG: check clearing time needed clearing_process_timer=707.675357 2020-08-12 06:13:47 DEBUG: check init order needed init_order_process_timer=807.675633 2020-08-12 06:13:48 DEBUG: check clearing time needed clearing_process_timer=708.676829 2020-08-12 06:13:48 DEBUG: check init order needed init_order_process_timer=808.67714 2020-08-12 06:13:49 DEBUG: check clearing time needed clearing_process_timer=709.678367 2020-08-12 06:13:49 DEBUG: check init order needed init_order_process_timer=809.67872 2020-08-12 06:13:50 DEBUG: check clearing time needed clearing_process_timer=710.679948 2020-08-12 06:13:50 DEBUG: check init order needed init_order_process_timer=810.680237 2020-08-12 06:13:51 DEBUG: check clearing time needed clearing_process_timer=711.681436 2020-08-12 06:13:51 DEBUG: check init order needed init_order_process_timer=811.681771 2020-08-12 06:13:52 DEBUG: check clearing time needed clearing_process_timer=712.683004 2020-08-12 06:13:52 DEBUG: check init order needed init_order_process_timer=812.683312 2020-08-12 06:13:53 DEBUG: check clearing time needed clearing_process_timer=713.684516 2020-08-12 06:13:53 DEBUG: check init order needed init_order_process_timer=813.684788 2020-08-12 06:13:54 DEBUG: check clearing time needed clearing_process_timer=714.685971 2020-08-12 06:13:54 DEBUG: check init order needed init_order_process_timer=814.686222 2020-08-12 06:13:55 DEBUG: check clearing time needed clearing_process_timer=715.687424 2020-08-12 06:13:55 DEBUG: check init order needed init_order_process_timer=815.687695 2020-08-12 06:13:56 DEBUG: check clearing time needed clearing_process_timer=716.688877 2020-08-12 06:13:56 DEBUG: check init order needed init_order_process_timer=816.689185 2020-08-12 06:13:57 DEBUG: check clearing time needed clearing_process_timer=717.690388 2020-08-12 06:13:57 DEBUG: check init order needed init_order_process_timer=817.690647 2020-08-12 06:13:58 DEBUG: check clearing time needed clearing_process_timer=718.691834 2020-08-12 06:13:58 DEBUG: check init order needed init_order_process_timer=818.692083 2020-08-12 06:13:59 DEBUG: check clearing time needed clearing_process_timer=719.693288 2020-08-12 06:13:59 DEBUG: check init order needed init_order_process_timer=819.693562 2020-08-12 06:14:00 DEBUG: check clearing time needed clearing_process_timer=720.694777 2020-08-12 06:14:00 DEBUG: check init order needed init_order_process_timer=820.695081 2020-08-12 06:14:01 DEBUG: check clearing time needed clearing_process_timer=721.696342 2020-08-12 06:14:01 DEBUG: check init order needed init_order_process_timer=821.701456 2020-08-12 06:14:02 DEBUG: check clearing time needed clearing_process_timer=722.702854 2020-08-12 06:14:02 DEBUG: check init order needed init_order_process_timer=822.703153 2020-08-12 06:14:03 DEBUG: check clearing time needed clearing_process_timer=723.704336 2020-08-12 06:14:03 DEBUG: check init order needed init_order_process_timer=823.704623 2020-08-12 06:14:04 DEBUG: check clearing time needed clearing_process_timer=724.705076 2020-08-12 06:14:04 DEBUG: check init order needed init_order_process_timer=824.705377 2020-08-12 06:14:05 DEBUG: check clearing time needed clearing_process_timer=725.706555 2020-08-12 06:14:05 DEBUG: check init order needed init_order_process_timer=825.706803 2020-08-12 06:14:06 DEBUG: check clearing time needed clearing_process_timer=726.70798 2020-08-12 06:14:06 DEBUG: check init order needed init_order_process_timer=826.708229 2020-08-12 06:14:07 DEBUG: check clearing time needed clearing_process_timer=727.709072 2020-08-12 06:14:07 DEBUG: check init order needed init_order_process_timer=827.709333 2020-08-12 06:14:08 DEBUG: check clearing time needed clearing_process_timer=728.710477 2020-08-12 06:14:08 DEBUG: check init order needed init_order_process_timer=828.710782 2020-08-12 06:14:09 DEBUG: check clearing time needed clearing_process_timer=729.712005 2020-08-12 06:14:09 DEBUG: check init order needed init_order_process_timer=829.712331 2020-08-12 06:14:10 DEBUG: check clearing time needed clearing_process_timer=730.71362 2020-08-12 06:14:10 DEBUG: check init order needed init_order_process_timer=830.713941 2020-08-12 06:14:11 DEBUG: check clearing time needed clearing_process_timer=731.715291 2020-08-12 06:14:11 DEBUG: check init order needed init_order_process_timer=831.715539 2020-08-12 06:14:12 DEBUG: check clearing time needed clearing_process_timer=732.716733 2020-08-12 06:14:12 DEBUG: check init order needed init_order_process_timer=832.716969 2020-08-12 06:14:13 DEBUG: check clearing time needed clearing_process_timer=733.718172 2020-08-12 06:14:13 DEBUG: check init order needed init_order_process_timer=833.718408 2020-08-12 06:14:14 DEBUG: check clearing time needed clearing_process_timer=734.71959 2020-08-12 06:14:14 DEBUG: check init order needed init_order_process_timer=834.719857 2020-08-12 06:14:15 DEBUG: check clearing time needed clearing_process_timer=735.721038 2020-08-12 06:14:15 DEBUG: check init order needed init_order_process_timer=835.721281 2020-08-12 06:14:16 DEBUG: check clearing time needed clearing_process_timer=736.722455 2020-08-12 06:14:16 DEBUG: check init order needed init_order_process_timer=836.722724 2020-08-12 06:14:17 DEBUG: check clearing time needed clearing_process_timer=737.723905 2020-08-12 06:14:17 DEBUG: check init order needed init_order_process_timer=837.724221 2020-08-12 06:14:18 DEBUG: check clearing time needed clearing_process_timer=738.725456 2020-08-12 06:14:18 DEBUG: check init order needed init_order_process_timer=838.725743 2020-08-12 06:14:19 DEBUG: check clearing time needed clearing_process_timer=739.726919 2020-08-12 06:14:19 DEBUG: check init order needed init_order_process_timer=839.727174 2020-08-12 06:14:20 DEBUG: check clearing time needed clearing_process_timer=740.728358 2020-08-12 06:14:20 DEBUG: check init order needed init_order_process_timer=840.728675 2020-08-12 06:14:21 DEBUG: check clearing time needed clearing_process_timer=741.729865 2020-08-12 06:14:21 DEBUG: check init order needed init_order_process_timer=841.730126 2020-08-12 06:14:22 DEBUG: check clearing time needed clearing_process_timer=742.73131 2020-08-12 06:14:22 DEBUG: check init order needed init_order_process_timer=842.731567 2020-08-12 06:14:23 DEBUG: check clearing time needed clearing_process_timer=743.732783 2020-08-12 06:14:23 DEBUG: check init order needed init_order_process_timer=843.733171 2020-08-12 06:14:24 DEBUG: check clearing time needed clearing_process_timer=744.734349 2020-08-12 06:14:24 DEBUG: check init order needed init_order_process_timer=844.734614 2020-08-12 06:14:25 DEBUG: check clearing time needed clearing_process_timer=745.735814 2020-08-12 06:14:25 DEBUG: check init order needed init_order_process_timer=845.736091 2020-08-12 06:14:26 DEBUG: check clearing time needed clearing_process_timer=746.737264 2020-08-12 06:14:26 DEBUG: check init order needed init_order_process_timer=846.737573 2020-08-12 06:14:27 DEBUG: check clearing time needed clearing_process_timer=747.738771 2020-08-12 06:14:27 DEBUG: check init order needed init_order_process_timer=847.739026 2020-08-12 06:14:28 DEBUG: check clearing time needed clearing_process_timer=748.740221 2020-08-12 06:14:28 DEBUG: check init order needed init_order_process_timer=848.740502 2020-08-12 06:14:29 DEBUG: check clearing time needed clearing_process_timer=749.741682 2020-08-12 06:14:29 DEBUG: check init order needed init_order_process_timer=849.741941 2020-08-12 06:14:30 DEBUG: check clearing time needed clearing_process_timer=750.74316 2020-08-12 06:14:30 DEBUG: check init order needed init_order_process_timer=850.743418 2020-08-12 06:14:31 DEBUG: check clearing time needed clearing_process_timer=751.744594 2020-08-12 06:14:31 DEBUG: check init order needed init_order_process_timer=851.744856 2020-08-12 06:14:32 DEBUG: check clearing time needed clearing_process_timer=752.745095 2020-08-12 06:14:32 DEBUG: check init order needed init_order_process_timer=852.745535 2020-08-12 06:14:33 DEBUG: check clearing time needed clearing_process_timer=753.746996 2020-08-12 06:14:33 DEBUG: check init order needed init_order_process_timer=853.747249 2020-08-12 06:14:34 DEBUG: check clearing time needed clearing_process_timer=754.748434 2020-08-12 06:14:34 DEBUG: check init order needed init_order_process_timer=854.748742 2020-08-12 06:14:35 DEBUG: check clearing time needed clearing_process_timer=755.749077 2020-08-12 06:14:35 DEBUG: check init order needed init_order_process_timer=855.749346 2020-08-12 06:14:36 DEBUG: check clearing time needed clearing_process_timer=756.750506 2020-08-12 06:14:36 DEBUG: check init order needed init_order_process_timer=856.750768 2020-08-12 06:14:37 DEBUG: check clearing time needed clearing_process_timer=757.751958 2020-08-12 06:14:37 DEBUG: check init order needed init_order_process_timer=857.752214 2020-08-12 06:14:38 DEBUG: check clearing time needed clearing_process_timer=758.753423 2020-08-12 06:14:38 DEBUG: check init order needed init_order_process_timer=858.753758 2020-08-12 06:14:39 DEBUG: check clearing time needed clearing_process_timer=759.754991 2020-08-12 06:14:39 DEBUG: check init order needed init_order_process_timer=859.755336 2020-08-12 06:14:40 DEBUG: check clearing time needed clearing_process_timer=760.756555 2020-08-12 06:14:40 DEBUG: check init order needed init_order_process_timer=860.756817 2020-08-12 06:14:41 DEBUG: check clearing time needed clearing_process_timer=761.757067 2020-08-12 06:14:41 DEBUG: check init order needed init_order_process_timer=861.757328 2020-08-12 06:14:42 DEBUG: check clearing time needed clearing_process_timer=762.758505 2020-08-12 06:14:42 DEBUG: check init order needed init_order_process_timer=862.758778 2020-08-12 06:14:43 DEBUG: check clearing time needed clearing_process_timer=763.75995 2020-08-12 06:14:43 DEBUG: check init order needed init_order_process_timer=863.760209 2020-08-12 06:14:44 DEBUG: check clearing time needed clearing_process_timer=764.761078 2020-08-12 06:14:44 DEBUG: check init order needed init_order_process_timer=864.761353 2020-08-12 06:14:45 DEBUG: check clearing time needed clearing_process_timer=765.762512 2020-08-12 06:14:45 DEBUG: check init order needed init_order_process_timer=865.762831 2020-08-12 06:14:46 DEBUG: check clearing time needed clearing_process_timer=766.764145 2020-08-12 06:14:46 DEBUG: check init order needed init_order_process_timer=866.764455 2020-08-12 06:14:47 DEBUG: check clearing time needed clearing_process_timer=767.765651 2020-08-12 06:14:47 DEBUG: check init order needed init_order_process_timer=867.765954 2020-08-12 06:14:48 DEBUG: check clearing time needed clearing_process_timer=768.767138 2020-08-12 06:14:48 DEBUG: check init order needed init_order_process_timer=868.767394 2020-08-12 06:14:49 DEBUG: check clearing time needed clearing_process_timer=769.768622 2020-08-12 06:14:49 DEBUG: check init order needed init_order_process_timer=869.768889 2020-08-12 06:14:50 DEBUG: check clearing time needed clearing_process_timer=770.769076 2020-08-12 06:14:50 DEBUG: check init order needed init_order_process_timer=870.769367 2020-08-12 06:14:51 DEBUG: check clearing time needed clearing_process_timer=771.770538 2020-08-12 06:14:51 DEBUG: check init order needed init_order_process_timer=871.770778 2020-08-12 06:14:52 DEBUG: check clearing time needed clearing_process_timer=772.771942 2020-08-12 06:14:52 DEBUG: check init order needed init_order_process_timer=872.772202 2020-08-12 06:14:53 DEBUG: check clearing time needed clearing_process_timer=773.773373 2020-08-12 06:14:53 DEBUG: check init order needed init_order_process_timer=873.773629 2020-08-12 06:14:54 DEBUG: check clearing time needed clearing_process_timer=774.774819 2020-08-12 06:14:54 DEBUG: check init order needed init_order_process_timer=874.775122 2020-08-12 06:14:55 DEBUG: check clearing time needed clearing_process_timer=775.776311 2020-08-12 06:14:55 DEBUG: check init order needed init_order_process_timer=875.776586 2020-08-12 06:14:56 DEBUG: check clearing time needed clearing_process_timer=776.777791 2020-08-12 06:14:56 DEBUG: check init order needed init_order_process_timer=876.778056 2020-08-12 06:14:57 DEBUG: check clearing time needed clearing_process_timer=777.779265 2020-08-12 06:14:57 DEBUG: check init order needed init_order_process_timer=877.779618 2020-08-12 06:14:58 DEBUG: check clearing time needed clearing_process_timer=778.780879 2020-08-12 06:14:58 DEBUG: check init order needed init_order_process_timer=878.78122 2020-08-12 06:14:59 DEBUG: check clearing time needed clearing_process_timer=779.782405 2020-08-12 06:14:59 DEBUG: check init order needed init_order_process_timer=879.782688 2020-08-12 06:15:00 DEBUG: check clearing time needed clearing_process_timer=780.783868 2020-08-12 06:15:00 DEBUG: check init order needed init_order_process_timer=880.784134 2020-08-12 06:15:01 DEBUG: check clearing time needed clearing_process_timer=781.785067 2020-08-12 06:15:01 DEBUG: check init order needed init_order_process_timer=881.785399 2020-08-12 06:15:02 DEBUG: check clearing time needed clearing_process_timer=782.787494 2020-08-12 06:15:02 DEBUG: check init order needed init_order_process_timer=882.796555 2020-08-12 06:15:03 DEBUG: check clearing time needed clearing_process_timer=783.797072 2020-08-12 06:15:03 DEBUG: check init order needed init_order_process_timer=883.797388 2020-08-12 06:15:04 ERROR: Error : Connection is already closed. 2020-08-12 06:15:04 ERROR: error from callback >: Connection is already closed. File "/home/crypto/venv/lib/python3.8/site-packages/websocket/_app.py", line 333, in _callback callback(*args) File "/home/crypto/current/app/bitmex_ws.py", line 130, in __on_error raise websocket.WebSocketException(error) 2020-08-12 06:15:04 INFO: Websocket Closed 2020-08-12 06:15:04 DEBUG: check clearing time needed clearing_process_timer=784.798648 2020-08-12 06:15:04 DEBUG: check init order needed init_order_process_timer=884.798961 2020-08-12 06:15:04 WARNING: reconnect to socket 2020-08-12 06:15:04 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-08-12 06:15:04 DEBUG: Initializing WebSocket. 2020-08-12 06:15:04 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-08-12 06:15:04 DEBUG: Starting thread 2020-08-12 06:15:04 INFO: Authenticating with API Key. 2020-08-12 06:15:04 DEBUG: Started thread 2020-08-12 06:15:04 DEBUG: Websocket Opened. 2020-08-12 06:15:04 DEBUG: receive message: {"info": "Welcome to the BitMEX Realtime API.", "version": "2020-08-11T22:14:14.000Z", "timestamp": "2020-08-12T03:15:04.891Z", "docs": "https://www.bitmex.com/app/wsAPI", "limit": {"remaining": 39}} 2020-08-12 06:15:04 DEBUG: message ignored 2020-08-12 06:15:04 DEBUG: receive message: {"success": true, "subscribe": "order", "request": {"op": "subscribe", "args": "order"}} 2020-08-12 06:15:04 DEBUG: message ignored 2020-08-12 06:15:04 DEBUG: receive message: {"success": true, "subscribe": "trade:ETHUSD", "request": {"op": "subscribe", "args": "trade:ETHUSD"}} 2020-08-12 06:15:04 DEBUG: message ignored 2020-08-12 06:15:04 DEBUG: receive message: {"table": "order", "action": "partial", "keys": ["orderID"], "types": {"orderID": "guid", "clOrdID": "string", "clOrdLinkID": "symbol", "account": "long", "symbol": "symbol", "side": "symbol", "simpleOrderQty": "float", "orderQty": "long", "price": "float", "displayQty": "long", "stopPx": "float", "pegOffsetValue": "float", "pegPriceType": "symbol", "currency": "symbol", "settlCurrency": "symbol", "ordType": "symbol", "timeInForce": "symbol", "execInst": "symbol", "contingencyType": "symbol", "exDestination": "symbol", "ordStatus": "symbol", "triggered": "symbol", "workingIndicator": "boolean", "ordRejReason": "symbol", "simpleLeavesQty": "float", "leavesQty": "long", "simpleCumQty": "float", "cumQty": "long", "avgPx": "float", "multiLegReportingType": "symbol", "text": "string", "transactTime": "timestamp", "timestamp": "timestamp"}, "foreignKeys": {"symbol": "instrument", "side": "side", "ordStatus": "ordStatus"}, "attributes": {"orderID": "grouped", "account": "grouped", "ordStatus": "grouped", "workingIndicator": "grouped"}, "filter": {"account": 605536}, "data": []} 2020-08-12 06:15:04 DEBUG: message ignored 2020-08-12 06:15:05 DEBUG: receive message: {"table": "trade", "action": "partial", "keys": [], "types": {"timestamp": "timestamp", "symbol": "symbol", "side": "symbol", "size": "long", "price": "float", "tickDirection": "symbol", "trdMatchID": "guid", "grossValue": "long", "homeNotional": "float", "foreignNotional": "float"}, "foreignKeys": {"symbol": "instrument", "side": "side"}, "attributes": {"timestamp": "sorted", "symbol": "grouped"}, "filter": {"symbol": "ETHUSD"}, "data": [{"timestamp": "2020-08-12T03:15:01.076Z", "symbol": "ETHUSD", "side": "Buy", "size": 295, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "afe6bee5-6e13-b0a4-bc65-c90d16385814", "grossValue": 11071350, "homeNotional": 3.329571106094808, "foreignNotional": 1249.5880361173815}]} 2020-08-12 06:15:05 DEBUG: message ignored 2020-08-12 06:15:05 INFO: Connected to WS. 2020-08-12 06:15:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:05.799Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "9cac6a53-e2a2-f058-08e2-7ea93cffd996", "grossValue": 637925, "homeNotional": 0.19187358916478556, "foreignNotional": 72.00056433408578}]} 2020-08-12 06:15:05 DEBUG: message ignored 2020-08-12 06:15:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:05.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "17b4ebda-cfaa-6815-262c-26c3ca5ea976", "grossValue": 262675, "homeNotional": 0.07900677200902935, "foreignNotional": 29.647291196388263}]} 2020-08-12 06:15:06 DEBUG: message ignored 2020-08-12 06:15:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:06.634Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "55f3b959-1980-8f42-a520-44efbf746f88", "grossValue": 562875, "homeNotional": 0.16930022573363432, "foreignNotional": 63.52990970654628}]} 2020-08-12 06:15:06 DEBUG: message ignored 2020-08-12 06:15:06 DEBUG: check clearing time needed clearing_process_timer=786.806493 2020-08-12 06:15:06 DEBUG: check init order needed init_order_process_timer=886.806861 2020-08-12 06:15:07 DEBUG: check clearing time needed clearing_process_timer=787.808039 2020-08-12 06:15:07 DEBUG: check init order needed init_order_process_timer=887.808389 2020-08-12 06:15:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:07.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "b555bf76-c150-8d2d-da19-d1414ec66ba8", "grossValue": 638010, "homeNotional": 0.19187358916478556, "foreignNotional": 72.01015801354401}]} 2020-08-12 06:15:07 DEBUG: message ignored 2020-08-12 06:15:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:07.928Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "daca4116-4740-2fea-e7b7-d489d7b30e4c", "grossValue": 262710, "homeNotional": 0.07900677200902935, "foreignNotional": 29.651241534988714}]} 2020-08-12 06:15:07 DEBUG: message ignored 2020-08-12 06:15:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:08.608Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "6fd67b29-9b7d-eab1-55dd-60b00f8bbcbb", "grossValue": 562950, "homeNotional": 0.16930022573363432, "foreignNotional": 63.53837471783296}]} 2020-08-12 06:15:08 DEBUG: message ignored 2020-08-12 06:15:08 DEBUG: check clearing time needed clearing_process_timer=788.809604 2020-08-12 06:15:08 DEBUG: check init order needed init_order_process_timer=888.809886 2020-08-12 06:15:09 DEBUG: check clearing time needed clearing_process_timer=789.811061 2020-08-12 06:15:09 DEBUG: check init order needed init_order_process_timer=889.811362 2020-08-12 06:15:10 DEBUG: check clearing time needed clearing_process_timer=790.812567 2020-08-12 06:15:10 DEBUG: check init order needed init_order_process_timer=890.812835 2020-08-12 06:15:11 DEBUG: check clearing time needed clearing_process_timer=791.814014 2020-08-12 06:15:11 DEBUG: check init order needed init_order_process_timer=891.814284 2020-08-12 06:15:12 DEBUG: check clearing time needed clearing_process_timer=792.815471 2020-08-12 06:15:12 DEBUG: check init order needed init_order_process_timer=892.815768 2020-08-12 06:15:13 DEBUG: check clearing time needed clearing_process_timer=793.816946 2020-08-12 06:15:13 DEBUG: check init order needed init_order_process_timer=893.817232 2020-08-12 06:15:14 DEBUG: check clearing time needed clearing_process_timer=794.818431 2020-08-12 06:15:14 DEBUG: check init order needed init_order_process_timer=894.818734 2020-08-12 06:15:15 DEBUG: check clearing time needed clearing_process_timer=795.819943 2020-08-12 06:15:15 DEBUG: check init order needed init_order_process_timer=895.820213 2020-08-12 06:15:16 DEBUG: check clearing time needed clearing_process_timer=796.821415 2020-08-12 06:15:16 DEBUG: check init order needed init_order_process_timer=896.821724 2020-08-12 06:15:17 DEBUG: check clearing time needed clearing_process_timer=797.822951 2020-08-12 06:15:17 DEBUG: check init order needed init_order_process_timer=897.823225 2020-08-12 06:15:18 DEBUG: check clearing time needed clearing_process_timer=798.824442 2020-08-12 06:15:18 DEBUG: check init order needed init_order_process_timer=898.824739 2020-08-12 06:15:19 DEBUG: check clearing time needed clearing_process_timer=799.825945 2020-08-12 06:15:19 DEBUG: check init order needed init_order_process_timer=899.826198 2020-08-12 06:15:20 DEBUG: check clearing time needed clearing_process_timer=800.827391 2020-08-12 06:15:20 DEBUG: check init order needed init_order_process_timer=900.827651 2020-08-12 06:15:21 DEBUG: check clearing time needed clearing_process_timer=801.828871 2020-08-12 06:15:21 DEBUG: check init order needed init_order_process_timer=901.829204 2020-08-12 06:15:22 DEBUG: check clearing time needed clearing_process_timer=802.830433 2020-08-12 06:15:22 DEBUG: check init order needed init_order_process_timer=902.830684 2020-08-12 06:15:23 DEBUG: check clearing time needed clearing_process_timer=803.831869 2020-08-12 06:15:23 DEBUG: check init order needed init_order_process_timer=903.832165 2020-08-12 06:15:24 DEBUG: check clearing time needed clearing_process_timer=804.833363 2020-08-12 06:15:24 DEBUG: check init order needed init_order_process_timer=904.833674 2020-08-12 06:15:25 DEBUG: check clearing time needed clearing_process_timer=805.834894 2020-08-12 06:15:25 DEBUG: check init order needed init_order_process_timer=905.835176 2020-08-12 06:15:26 DEBUG: check clearing time needed clearing_process_timer=806.836388 2020-08-12 06:15:26 DEBUG: check init order needed init_order_process_timer=906.836631 2020-08-12 06:15:27 DEBUG: check clearing time needed clearing_process_timer=807.837813 2020-08-12 06:15:27 DEBUG: check init order needed init_order_process_timer=907.838072 2020-08-12 06:15:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:28.213Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 375.25, "tickDirection": "MinusTick", "trdMatchID": "9d514849-d6af-42d9-4a8d-68656b933692", "grossValue": 2063875, "homeNotional": 0.6207674943566591, "foreignNotional": 232.94300225733633}, {"timestamp": "2020-08-12T03:15:28.213Z", "symbol": "ETHUSD", "side": "Sell", "size": 834, "price": 375.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e7a5a91-dd4f-6490-a384-02cbdf1a45b5", "grossValue": 31295850, "homeNotional": 9.413092550790068, "foreignNotional": 3532.262979683973}]} 2020-08-12 06:15:28 DEBUG: message ignored 2020-08-12 06:15:28 DEBUG: check clearing time needed clearing_process_timer=808.839249 2020-08-12 06:15:28 DEBUG: check init order needed init_order_process_timer=908.839522 2020-08-12 06:15:29 DEBUG: check clearing time needed clearing_process_timer=809.840715 2020-08-12 06:15:29 DEBUG: check init order needed init_order_process_timer=909.840963 2020-08-12 06:15:30 DEBUG: check clearing time needed clearing_process_timer=810.842201 2020-08-12 06:15:30 DEBUG: check init order needed init_order_process_timer=910.842469 2020-08-12 06:15:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:31.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 375.3, "tickDirection": "PlusTick", "trdMatchID": "4ed012fd-f779-3410-66e0-16745f252a06", "grossValue": 1163430, "homeNotional": 0.3499266282876171, "foreignNotional": 131.3274635963427}]} 2020-08-12 06:15:31 DEBUG: message ignored 2020-08-12 06:15:31 DEBUG: check clearing time needed clearing_process_timer=811.843714 2020-08-12 06:15:31 DEBUG: check init order needed init_order_process_timer=911.843994 2020-08-12 06:15:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:31.886Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c05c6ed-0398-52e9-7a54-c258e0eb300b", "grossValue": 1838970, "homeNotional": 0.5531098318094593, "foreignNotional": 207.58211987809008}]} 2020-08-12 06:15:31 DEBUG: message ignored 2020-08-12 06:15:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:32.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 111, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "537265ba-7197-55a3-b658-023778a6f50b", "grossValue": 4165830, "homeNotional": 1.2529630883846936, "foreignNotional": 470.2370470707755}]} 2020-08-12 06:15:32 DEBUG: message ignored 2020-08-12 06:15:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:32.794Z", "symbol": "ETHUSD", "side": "Buy", "size": 112, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "eaa0b6c8-c281-07f7-d2c4-17b34311c8ef", "grossValue": 4203360, "homeNotional": 1.264251044135907, "foreignNotional": 474.4734168642059}]} 2020-08-12 06:15:32 DEBUG: message ignored 2020-08-12 06:15:32 DEBUG: check clearing time needed clearing_process_timer=812.845181 2020-08-12 06:15:32 DEBUG: check init order needed init_order_process_timer=912.84543 2020-08-12 06:15:33 DEBUG: check clearing time needed clearing_process_timer=813.846684 2020-08-12 06:15:33 DEBUG: check init order needed init_order_process_timer=913.846925 2020-08-12 06:15:34 DEBUG: check clearing time needed clearing_process_timer=814.848146 2020-08-12 06:15:34 DEBUG: check init order needed init_order_process_timer=914.848438 2020-08-12 06:15:35 DEBUG: check clearing time needed clearing_process_timer=815.849709 2020-08-12 06:15:35 DEBUG: check init order needed init_order_process_timer=915.85004 2020-08-12 06:15:36 DEBUG: check clearing time needed clearing_process_timer=816.851272 2020-08-12 06:15:36 DEBUG: check init order needed init_order_process_timer=916.85153 2020-08-12 06:15:37 DEBUG: check clearing time needed clearing_process_timer=817.852709 2020-08-12 06:15:37 DEBUG: check init order needed init_order_process_timer=917.852972 2020-08-12 06:15:38 DEBUG: check clearing time needed clearing_process_timer=818.854235 2020-08-12 06:15:38 DEBUG: check init order needed init_order_process_timer=918.85451 2020-08-12 06:15:39 DEBUG: check clearing time needed clearing_process_timer=819.855687 2020-08-12 06:15:39 DEBUG: check init order needed init_order_process_timer=919.855963 2020-08-12 06:15:40 DEBUG: check clearing time needed clearing_process_timer=820.857146 2020-08-12 06:15:40 DEBUG: check init order needed init_order_process_timer=920.857407 2020-08-12 06:15:41 DEBUG: check clearing time needed clearing_process_timer=821.858626 2020-08-12 06:15:41 DEBUG: check init order needed init_order_process_timer=921.85893 2020-08-12 06:15:42 DEBUG: check clearing time needed clearing_process_timer=822.860134 2020-08-12 06:15:42 DEBUG: check init order needed init_order_process_timer=922.860382 2020-08-12 06:15:43 DEBUG: check clearing time needed clearing_process_timer=823.861573 2020-08-12 06:15:43 DEBUG: check init order needed init_order_process_timer=923.861835 2020-08-12 06:15:44 DEBUG: check clearing time needed clearing_process_timer=824.863009 2020-08-12 06:15:44 DEBUG: check init order needed init_order_process_timer=924.863279 2020-08-12 06:15:45 DEBUG: check clearing time needed clearing_process_timer=825.864478 2020-08-12 06:15:45 DEBUG: check init order needed init_order_process_timer=925.86475 2020-08-12 06:15:46 DEBUG: check clearing time needed clearing_process_timer=826.86596 2020-08-12 06:15:46 DEBUG: check init order needed init_order_process_timer=926.86623 2020-08-12 06:15:47 DEBUG: check clearing time needed clearing_process_timer=827.867427 2020-08-12 06:15:47 DEBUG: check init order needed init_order_process_timer=927.867702 2020-08-12 06:15:48 DEBUG: check clearing time needed clearing_process_timer=828.868915 2020-08-12 06:15:48 DEBUG: check init order needed init_order_process_timer=928.86921 2020-08-12 06:15:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:49.435Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "ddfc4125-c384-725c-6314-c61f67955c9c", "grossValue": 3227580, "homeNotional": 0.9707641946043571, "foreignNotional": 364.3278022350152}]} 2020-08-12 06:15:49 DEBUG: message ignored 2020-08-12 06:15:49 DEBUG: check clearing time needed clearing_process_timer=829.870375 2020-08-12 06:15:49 DEBUG: check init order needed init_order_process_timer=929.870647 2020-08-12 06:15:50 DEBUG: check clearing time needed clearing_process_timer=830.871846 2020-08-12 06:15:50 DEBUG: check init order needed init_order_process_timer=930.872135 2020-08-12 06:15:51 DEBUG: check clearing time needed clearing_process_timer=831.873333 2020-08-12 06:15:51 DEBUG: check init order needed init_order_process_timer=931.873676 2020-08-12 06:15:52 DEBUG: check clearing time needed clearing_process_timer=832.874907 2020-08-12 06:15:52 DEBUG: check init order needed init_order_process_timer=932.875167 2020-08-12 06:15:53 DEBUG: check clearing time needed clearing_process_timer=833.876359 2020-08-12 06:15:53 DEBUG: check init order needed init_order_process_timer=933.876659 2020-08-12 06:15:54 DEBUG: check clearing time needed clearing_process_timer=834.877837 2020-08-12 06:15:54 DEBUG: check init order needed init_order_process_timer=934.878122 2020-08-12 06:15:55 DEBUG: check clearing time needed clearing_process_timer=835.879349 2020-08-12 06:15:55 DEBUG: check init order needed init_order_process_timer=935.879608 2020-08-12 06:15:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:15:56.169Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1193a28a-5ab3-e66b-84d0-8aef8272771c", "grossValue": 187650000, "homeNotional": 56.43977875606728, "foreignNotional": 21181.848967152047}]} 2020-08-12 06:15:56 DEBUG: message ignored 2020-08-12 06:15:56 DEBUG: check clearing time needed clearing_process_timer=836.880792 2020-08-12 06:15:56 DEBUG: check init order needed init_order_process_timer=936.881116 2020-08-12 06:15:57 DEBUG: check clearing time needed clearing_process_timer=837.882297 2020-08-12 06:15:57 DEBUG: check init order needed init_order_process_timer=937.882553 2020-08-12 06:15:58 DEBUG: check clearing time needed clearing_process_timer=838.883727 2020-08-12 06:15:58 DEBUG: check init order needed init_order_process_timer=938.884072 2020-08-12 06:15:59 DEBUG: check clearing time needed clearing_process_timer=839.885313 2020-08-12 06:15:59 DEBUG: check init order needed init_order_process_timer=939.8856 2020-08-12 06:16:00 DEBUG: check clearing time needed clearing_process_timer=840.8868 2020-08-12 06:16:00 DEBUG: check init order needed init_order_process_timer=940.887064 2020-08-12 06:16:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:16:00.970Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b11a1876-9afe-8cf5-74b3-09b92d12347f", "grossValue": 37530, "homeNotional": 0.011286681715575621, "foreignNotional": 4.235891647855531}]} 2020-08-12 06:16:01 DEBUG: message ignored 2020-08-12 06:16:01 DEBUG: check clearing time needed clearing_process_timer=841.888242 2020-08-12 06:16:01 DEBUG: check init order needed init_order_process_timer=941.888586 2020-08-12 06:16:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:16:02.234Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5cda507-261b-385f-6d18-489285773eb5", "grossValue": 37530, "homeNotional": 0.011286681715575621, "foreignNotional": 4.235891647855531}]} 2020-08-12 06:16:02 DEBUG: message ignored 2020-08-12 06:16:02 DEBUG: check clearing time needed clearing_process_timer=842.889536 2020-08-12 06:16:02 DEBUG: check init order needed init_order_process_timer=942.889897 2020-08-12 06:16:03 DEBUG: check clearing time needed clearing_process_timer=843.891077 2020-08-12 06:16:03 DEBUG: check init order needed init_order_process_timer=943.891511 2020-08-12 06:16:04 DEBUG: check clearing time needed clearing_process_timer=844.892783 2020-08-12 06:16:04 DEBUG: check init order needed init_order_process_timer=944.89319 2020-08-12 06:16:05 DEBUG: check clearing time needed clearing_process_timer=845.894376 2020-08-12 06:16:05 DEBUG: check init order needed init_order_process_timer=945.894689 2020-08-12 06:16:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:16:06.240Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "65930095-8be0-e165-eb55-56ad1c59beb1", "grossValue": 187650000, "homeNotional": 56.433408577878104, "foreignNotional": 21179.458239277654}]} 2020-08-12 06:16:06 DEBUG: message ignored 2020-08-12 06:16:06 DEBUG: check clearing time needed clearing_process_timer=846.895854 2020-08-12 06:16:06 DEBUG: check init order needed init_order_process_timer=946.896136 2020-08-12 06:16:07 DEBUG: check clearing time needed clearing_process_timer=847.897104 2020-08-12 06:16:07 DEBUG: check init order needed init_order_process_timer=947.897413 2020-08-12 06:16:08 DEBUG: check clearing time needed clearing_process_timer=848.898592 2020-08-12 06:16:08 DEBUG: check init order needed init_order_process_timer=948.898968 2020-08-12 06:16:09 DEBUG: check clearing time needed clearing_process_timer=849.900135 2020-08-12 06:16:09 DEBUG: check init order needed init_order_process_timer=949.900378 2020-08-12 06:16:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:16:10.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d531a17-2aa1-4786-05f0-2710d38bbedb", "grossValue": 750600, "homeNotional": 0.22573363431151242, "foreignNotional": 84.71783295711062}, {"timestamp": "2020-08-12T03:16:10.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 90, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "dca50a0a-2723-0f3a-bed3-d14507297953", "grossValue": 3377700, "homeNotional": 1.0158013544018059, "foreignNotional": 381.23024830699774}, {"timestamp": "2020-08-12T03:16:10.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 1090, "price": 375.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "58f60374-c416-5174-e9f8-aa861085571d", "grossValue": 40907700, "homeNotional": 12.302483069977427, "foreignNotional": 4617.121896162528}]} 2020-08-12 06:16:10 DEBUG: message ignored 2020-08-12 06:16:10 DEBUG: check clearing time needed clearing_process_timer=850.90107 2020-08-12 06:16:10 DEBUG: check init order needed init_order_process_timer=950.901361 2020-08-12 06:16:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:16:11.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 375.35, "tickDirection": "PlusTick", "trdMatchID": "06b7f5c3-cdec-9b3c-5440-1d7a4a531588", "grossValue": 1126050, "homeNotional": 0.33860045146726864, "foreignNotional": 127.09367945823928}, {"timestamp": "2020-08-12T03:16:11.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 970, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb547fe5-5018-dadd-4a90-df1fcd599dff", "grossValue": 36408950, "homeNotional": 10.948081264108351, "foreignNotional": 4109.36230248307}]} 2020-08-12 06:16:11 DEBUG: message ignored 2020-08-12 06:16:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-12T03:16:11.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 449, "price": 375.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "aab100b6-f00d-1e0f-cc2b-f979947ba81f", "grossValue": 16853215, "homeNotional": 5.067720090293454, "foreignNotional": 1902.1687358916479}]} 2020-08-12 06:16:11 DEBUG: message ignored 2020-08-12 06:16:11 DEBUG: check clearing time needed clearing_process_timer=851.902546 2020-08-12 06:16:11 DEBUG: check init order needed init_o